+308.1%
HUBS vs IAU
+220.2%
+88.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -9.0% | -2.0% | -7.0% | -8.8% |
| 30D | +7.2% | -1.5% | +8.8% | +7.4% |
| 3M | +20.9% | +3.3% | +17.6% | +20.4% |
| 6M | -13.0% | -16.2% | +3.2% | -11.0% |
| YTD | -43.8% | +0.7% | -44.5% | -45.2% |
| 1Y | -54.6% | +19.2% | -73.9% | -57.8% |
| 3Y | -58.5% | +124.4% | -182.9% | -68.8% |
| 5Y | -66.4% | +140.0% | -206.4% | -75.7% |
| All | +308.1% | +220.2% | +88.0% | +186.5% |
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 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