+752.5%
IAU vs HDB
+1,354.1%
-601.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -5.5% | +4.1% | -9.6% | -5.6% |
| 30D | -7.0% | +13.0% | -19.9% | -7.5% |
| 3M | -12.3% | +11.3% | -23.5% | -12.7% |
| 6M | -17.9% | +6.9% | -24.9% | -18.2% |
| YTD | -10.3% | -29.6% | +19.3% | -9.3% |
| 1Y | -7.9% | -29.5% | +21.6% | -6.9% |
| 3Y | +98.7% | -8.1% | +106.8% | +98.6% |
| 5Y | +105.0% | -23.4% | +128.5% | +105.7% |
| 10Y | +207.7% | +62.9% | +144.7% | +196.8% |
| All | +752.5% | +1,354.1% | -601.5% | +578.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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