+215.7%
HUT vs IAU
+197.5%
+18.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.6% |
| 7D | -10.9% | +2.8% | -13.8% | -13.8% |
| 30D | -32.6% | -4.0% | -28.7% | -30.7% |
| 3M | -33.7% | -8.2% | -25.5% | -29.1% |
| 6M | -42.3% | -14.8% | -27.6% | -34.7% |
| YTD | +23.6% | -6.7% | +30.3% | +34.5% |
| 1Y | +20.4% | -2.2% | +22.6% | +27.6% |
| 3Y | +423.2% | +106.7% | +316.5% | +217.9% |
| 5Y | -19.4% | +114.8% | -134.2% | -53.2% |
| All | +215.7% | +197.5% | +18.2% | +32.5% |
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