+222.8%
IAU vs HAS
+54.3%
+168.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +0.2% | -4.8% | +5.0% | +0.3% |
| 30D | +0.2% | -5.1% | +5.4% | +0.3% |
| 3M | +3.3% | +6.4% | -3.1% | +3.1% |
| 6M | -14.6% | -5.6% | -8.9% | -14.5% |
| YTD | +1.9% | +11.0% | -9.1% | +1.6% |
| 1Y | +20.9% | +16.8% | +4.1% | +20.5% |
| 3Y | +127.5% | +44.0% | +83.4% | +125.2% |
| 5Y | +141.9% | +11.0% | +130.9% | +140.1% |
| 10Y | +222.8% | +56.0% | +166.7% | +204.1% |
| All | +222.8% | +54.3% | +168.5% | +204.1% |
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