+536.9%
HWM vs IAU
+120.1%
+416.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +3.3% | +4.7% | -1.4% | +2.4% |
| 30D | -7.6% | -0.9% | -6.7% | -7.4% |
| 3M | -28.9% | -4.4% | -24.6% | -28.4% |
| 6M | -19.7% | -13.5% | -6.2% | -17.9% |
| YTD | +0.5% | -5.9% | +6.4% | +1.8% |
| 1Y | +0.3% | +1.9% | -1.6% | +0.8% |
| 3Y | +325.8% | +104.1% | +221.8% | +282.2% |
| All | +536.9% | +120.1% | +416.8% | +430.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling