+121.4%
IAU vs HTZ
-92.5%
+214.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.5% | -1.4% |
| 7D | -2.0% | -27.4% | +25.5% | -1.3% |
| 30D | -4.4% | -11.4% | +6.9% | -4.3% |
| 3M | -8.9% | -33.1% | +24.2% | -8.3% |
| 6M | -15.9% | -73.5% | +57.6% | -14.2% |
| YTD | -7.8% | -68.1% | +60.3% | -6.2% |
| 1Y | -3.8% | -74.3% | +70.5% | -2.0% |
| 3Y | +104.3% | -80.9% | +185.2% | +105.6% |
| 5Y | +111.2% | -93.8% | +205.0% | +113.2% |
| All | +121.4% | -92.5% | +214.0% | +126.0% |
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