+216.7%
IAU vs HAS
+106.1%
+110.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +4.9% | +2.2% | +2.7% | +4.8% |
| 30D | -1.4% | +29.6% | -31.0% | -1.9% |
| 3M | -4.8% | +30.3% | -35.0% | -5.3% |
| 6M | -12.5% | +25.6% | -38.1% | -13.0% |
| YTD | -4.2% | +50.8% | -55.0% | -5.0% |
| 1Y | +3.1% | +63.0% | -59.9% | +2.1% |
| 3Y | +110.0% | +211.6% | -101.6% | +105.6% |
| 5Y | +123.1% | +50.4% | +72.7% | +119.9% |
| 10Y | +216.7% | +101.9% | +114.8% | +194.5% |
| All | +216.7% | +106.1% | +110.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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