+876.7%
IAU vs HDB
+1,211.0%
-334.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -2.8% | +7.2% | +4.5% |
| 3M | -1.1% | -3.5% | +2.5% | -1.0% |
| 6M | -13.7% | -24.7% | +11.0% | -12.8% |
| YTD | +2.7% | -36.6% | +39.3% | +4.4% |
| 1Y | +24.6% | -34.4% | +59.0% | +26.5% |
| 3Y | +126.8% | -24.4% | +151.2% | +128.5% |
| 5Y | +139.5% | -35.4% | +174.8% | +142.0% |
| 10Y | +226.3% | +39.5% | +186.7% | +216.8% |
| All | +876.7% | +1,211.0% | -334.3% | +680.3% |
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