+489.7%
HPE vs IAU
+218.5%
+271.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -6.1% |
| 7D | +1.4% | -3.4% | +4.8% | +1.8% |
| 30D | +1.5% | -1.1% | +2.7% | +1.7% |
| 3M | +21.7% | +5.8% | +15.9% | +21.2% |
| 6M | +164.2% | -16.9% | +181.1% | +165.6% |
| YTD | +132.1% | +0.1% | +131.9% | +132.9% |
| 1Y | +130.6% | +18.4% | +112.2% | +130.5% |
| 3Y | +244.1% | +123.6% | +120.5% | +241.8% |
| 5Y | +340.8% | +138.7% | +202.1% | +334.8% |
| All | +489.7% | +218.5% | +271.3% | +546.8% |
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