+292.4%
HPE vs IAU
+106.1%
+186.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | +13.6% | -5.5% | +19.1% | +14.8% |
| 30D | -27.1% | -7.0% | -20.1% | -26.0% |
| 3M | -14.5% | -12.3% | -2.2% | -12.2% |
| 6M | +66.9% | -17.9% | +84.9% | +72.4% |
| YTD | +111.3% | -10.3% | +121.6% | +116.4% |
| 1Y | +117.5% | -7.9% | +125.4% | +122.0% |
| 3Y | +238.1% | +98.7% | +139.4% | +208.0% |
| 5Y | +292.4% | +105.0% | +187.3% | +229.5% |
| All | +292.4% | +106.1% | +186.3% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling