+1,573.3%
HWM vs IAU
+230.2%
+1,343.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.5% |
| 7D | -9.2% | +0.7% | -9.9% | -9.2% |
| 30D | -17.9% | +0.3% | -18.2% | -17.9% |
| 3M | -6.0% | +0.7% | -6.7% | -6.3% |
| 6M | -7.4% | -15.5% | +8.1% | -6.0% |
| YTD | +13.1% | +1.0% | +12.1% | +13.1% |
| 1Y | +29.3% | +19.6% | +9.7% | +27.7% |
| 3Y | +389.9% | +125.4% | +264.5% | +355.6% |
| 5Y | +655.5% | +140.7% | +514.8% | +592.2% |
| All | +1,573.3% | +230.2% | +1,343.2% | +1,374.7% |
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