+876.7%
IAU vs HSY
+414.6%
+462.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | -3.3% | +2.8% | -0.4% |
| 30D | +4.4% | -2.8% | +7.3% | +4.5% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -13.7% | -24.2% | +10.5% | -13.2% |
| YTD | +2.7% | -2.7% | +5.5% | +2.8% |
| 1Y | +24.6% | -3.7% | +28.4% | +24.7% |
| 3Y | +126.8% | -11.5% | +138.3% | +127.0% |
| 5Y | +139.5% | +10.3% | +129.1% | +138.3% |
| 10Y | +226.3% | +122.1% | +104.1% | +224.1% |
| All | +876.7% | +414.6% | +462.1% | +898.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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