+1,490.9%
HWM vs IAU
+210.5%
+1,280.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +11.1% | -5.5% | +16.6% | +12.0% |
| 30D | +3.0% | -7.0% | +9.9% | +4.0% |
| 3M | -20.7% | -12.3% | -8.4% | -19.3% |
| 6M | -17.2% | -17.9% | +0.8% | -15.1% |
| YTD | +9.1% | -10.3% | +19.4% | +10.8% |
| 1Y | +9.0% | -7.9% | +16.9% | +10.6% |
| 3Y | +353.8% | +98.7% | +255.2% | +325.5% |
| 5Y | +608.0% | +105.0% | +503.0% | +554.0% |
| All | +1,490.9% | +210.5% | +1,280.4% | +1,361.6% |
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