+9.6%
HPQ vs IAU
+106.1%
-96.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -1.9% | -5.5% | +3.6% | -1.5% |
| 30D | -5.7% | -7.0% | +1.3% | -5.3% |
| 3M | -0.4% | -12.3% | +11.9% | +0.2% |
| 6M | +40.0% | -17.9% | +58.0% | +41.6% |
| YTD | +34.6% | -10.3% | +44.9% | +33.8% |
| 1Y | +20.4% | -7.9% | +28.3% | +19.2% |
| 3Y | +18.3% | +98.7% | -80.3% | -0.7% |
| 5Y | +9.6% | +105.0% | -95.5% | -14.2% |
| All | +9.6% | +106.1% | -96.5% | -14.2% |
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 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