+269.4%
HPE vs IAU
+126.4%
+143.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.9% |
| 7D | +13.6% | +0.2% | +13.5% | +13.6% |
| 30D | +7.7% | +0.2% | +7.5% | +7.7% |
| 3M | +22.4% | +3.3% | +19.1% | +21.4% |
| 6M | +172.6% | -14.6% | +187.2% | +176.2% |
| YTD | +147.5% | +1.9% | +145.6% | +147.3% |
| 1Y | +151.8% | +20.9% | +130.9% | +145.2% |
| All | +269.4% | +126.4% | +143.0% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling