+217.0%
HUT vs IAU
+205.5%
+11.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +6.9% |
| 7D | +3.7% | +4.9% | -1.2% | -1.2% |
| 30D | -32.3% | -1.4% | -31.0% | -31.8% |
| 3M | -35.6% | -4.8% | -30.9% | -33.1% |
| 6M | -42.1% | -12.5% | -29.6% | -35.7% |
| YTD | +24.1% | -4.2% | +28.3% | +32.4% |
| 1Y | +27.9% | +3.1% | +24.8% | +30.8% |
| 3Y | +409.1% | +110.0% | +299.1% | +205.6% |
| 5Y | -25.9% | +123.1% | -149.0% | -58.2% |
| All | +217.0% | +205.5% | +11.5% | +30.4% |
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