+370.3%
HPE vs IAU
+210.9%
+159.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.7% |
| 7D | +7.9% | -4.6% | +12.4% | +8.4% |
| 30D | -23.5% | -5.4% | -18.0% | -23.0% |
| 3M | -19.1% | -10.9% | -8.2% | -18.0% |
| 6M | +51.4% | -17.4% | +68.8% | +53.7% |
| YTD | +103.4% | -10.2% | +113.7% | +106.6% |
| 1Y | +114.4% | -7.1% | +121.4% | +117.6% |
| 3Y | +224.7% | +97.7% | +126.9% | +225.4% |
| 5Y | +277.8% | +105.3% | +172.5% | +274.8% |
| All | +370.3% | +210.9% | +159.4% | +411.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling