+130.6%
HPE vs IAU
+18.2%
+112.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.8% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | +1.5% | -1.1% | +2.7% | +1.9% |
| 3M | +21.7% | +5.8% | +15.9% | +20.2% |
| 6M | +164.2% | -16.9% | +181.1% | +167.4% |
| YTD | +132.1% | +0.1% | +131.9% | +138.4% |
| 1Y | +130.6% | +18.4% | +112.2% | +121.7% |
| All | +130.6% | +18.2% | +112.4% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling