+124.0%
IAU vs HTZ
-93.2%
+217.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.0% | +5.4% | -2.4% |
| 7D | +2.8% | -27.5% | +30.3% | +3.5% |
| 30D | -4.0% | -21.9% | +17.9% | -3.5% |
| 3M | -8.2% | -29.2% | +21.0% | -7.7% |
| 6M | -14.8% | -75.2% | +60.4% | -12.9% |
| YTD | -6.7% | -70.8% | +64.1% | -4.9% |
| 1Y | -2.2% | -76.1% | +73.9% | -0.2% |
| 3Y | +106.7% | -82.5% | +189.2% | +108.4% |
| 5Y | +114.8% | -94.1% | +208.9% | +117.3% |
| All | +124.0% | -93.2% | +217.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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