+217.2%
HPQ vs IAU
+218.5%
-1.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | +3.5% | -3.4% | +6.9% | +3.8% |
| 30D | +13.7% | -1.1% | +14.8% | +13.7% |
| 3M | +33.9% | +5.8% | +28.0% | +33.0% |
| 6M | +80.9% | -16.9% | +97.9% | +83.7% |
| YTD | +52.6% | +0.1% | +52.4% | +51.1% |
| 1Y | +21.2% | +18.4% | +2.8% | +17.3% |
| 3Y | +26.9% | +123.6% | -96.7% | +10.5% |
| 5Y | +41.1% | +138.7% | -97.6% | +20.1% |
| All | +217.2% | +218.5% | -1.3% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling