+210.3%
IAU vs HST
+133.9%
+76.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +3.6% | -9.1% | -5.5% |
| 30D | -7.0% | +9.9% | -16.9% | -7.0% |
| 3M | -12.3% | +12.9% | -25.2% | -12.3% |
| 6M | -17.9% | +22.9% | -40.8% | -17.9% |
| YTD | -10.3% | +52.4% | -62.7% | -10.1% |
| 1Y | -7.9% | +52.5% | -60.4% | -7.7% |
| 3Y | +98.7% | +87.4% | +11.2% | +99.9% |
| 5Y | +105.0% | +82.9% | +22.1% | +106.8% |
| All | +210.3% | +133.9% | +76.4% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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