+152.7%
IAU vs ALHC
-28.9%
+181.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.5% | +4.4% |
| 3M | -1.1% | -10.2% | +9.1% | -1.0% |
| 6M | -13.7% | -28.3% | +14.6% | -13.5% |
| YTD | +2.7% | -31.4% | +34.2% | +3.0% |
| 1Y | +24.6% | -16.9% | +41.6% | +24.8% |
| 3Y | +126.8% | +135.5% | -8.6% | +123.7% |
| 5Y | +139.5% | -33.6% | +173.1% | +142.6% |
| All | +152.7% | -28.9% | +181.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 all: compounded portfolio wealth divided by compounded ALHC 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…
all analysis · Full analysis span regression · 6 months rolling