+342.4%
IAU vs HBM
+654.4%
-311.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.2% |
| 7D | +0.7% | +7.4% | -6.6% | +0.1% |
| 30D | +0.3% | +5.1% | -4.7% | -0.1% |
| 3M | +0.7% | +11.1% | -10.4% | -0.4% |
| 6M | -15.5% | +30.2% | -45.7% | -17.6% |
| YTD | +1.0% | +46.2% | -45.3% | -2.4% |
| 1Y | +19.6% | +120.0% | -100.5% | +12.4% |
| 3Y | +125.4% | +527.4% | -402.0% | +95.8% |
| 5Y | +140.7% | +400.4% | -259.6% | +108.3% |
| 10Y | +218.1% | +621.5% | -403.4% | +155.7% |
| All | +342.4% | +654.4% | -311.9% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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