+876.7%
IAU vs HST
+194.4%
+682.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -12.3% | +16.7% | +4.4% |
| 3M | -1.1% | -6.4% | +5.3% | -1.1% |
| 6M | -13.7% | +15.0% | -28.7% | -13.7% |
| YTD | +2.7% | +30.5% | -27.8% | +2.8% |
| 1Y | +24.6% | +35.7% | -11.0% | +24.7% |
| 3Y | +126.8% | +68.4% | +58.5% | +127.3% |
| 5Y | +139.5% | +73.1% | +66.4% | +140.2% |
| 10Y | +226.3% | +92.7% | +133.5% | +227.9% |
| All | +876.7% | +194.4% | +682.3% | +853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling