+642.7%
HUBS vs IAU
+242.0%
+400.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.8% |
| 7D | -12.4% | -3.4% | -9.0% | -12.2% |
| 30D | +1.4% | -1.1% | +2.5% | +1.4% |
| 3M | +16.0% | +5.8% | +10.1% | +15.5% |
| 6M | -17.0% | -16.9% | -0.1% | -15.7% |
| YTD | -44.3% | +0.1% | -44.4% | -45.2% |
| 1Y | -54.3% | +18.4% | -72.7% | -56.4% |
| 3Y | -58.4% | +123.6% | -182.0% | -65.3% |
| 5Y | -66.7% | +138.7% | -205.4% | -72.8% |
| 10Y | +315.9% | +217.2% | +98.7% | +247.3% |
| All | +642.7% | +242.0% | +400.6% | +520.3% |
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