+621.7%
HPE vs IAU
+267.0%
+354.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -2.3% | +4.4% | -6.7% | -2.5% |
| 3M | -2.9% | -1.1% | -1.8% | -3.0% |
| 6M | +143.6% | -13.7% | +157.3% | +142.7% |
| YTD | +118.5% | +2.7% | +115.8% | +119.3% |
| 1Y | +129.2% | +24.6% | +104.6% | +131.3% |
| 3Y | +212.5% | +126.8% | +85.7% | +225.1% |
| 5Y | +286.9% | +139.5% | +147.4% | +301.5% |
| 10Y | +432.3% | +226.3% | +206.1% | +513.7% |
| All | +621.7% | +267.0% | +354.7% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling