+305.0%
HL vs IAU
+875.8%
-570.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -0.8% |
| 7D | +1.5% | -0.5% | +2.0% | +2.7% |
| 30D | +25.1% | +4.4% | +20.6% | +15.4% |
| 3M | +22.9% | -1.1% | +24.0% | +28.6% |
| 6M | -4.9% | -13.7% | +8.8% | +32.5% |
| YTD | +7.8% | +2.7% | +5.1% | +4.6% |
| 1Y | +133.9% | +24.6% | +109.3% | +55.4% |
| 3Y | +380.9% | +126.8% | +254.0% | -4.5% |
| 5Y | +230.2% | +139.5% | +90.7% | -36.9% |
| 10Y | +265.6% | +226.3% | +39.3% | -53.5% |
| All | +305.0% | +875.8% | -570.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling