+237.2%
HPE vs IAU
+98.8%
+138.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.5% |
| 7D | +13.6% | -5.5% | +19.1% | +15.1% |
| 30D | -27.1% | -7.0% | -20.1% | -25.8% |
| 3M | -14.5% | -12.3% | -2.2% | -11.7% |
| 6M | +66.9% | -17.9% | +84.9% | +73.4% |
| YTD | +111.3% | -10.3% | +121.6% | +117.3% |
| 1Y | +117.5% | -7.9% | +125.4% | +122.7% |
| All | +237.2% | +98.8% | +138.5% | +167.7% |
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 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