+120.1%
IAU vs HTZ
-95.4%
+215.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.6% |
| 7D | +4.7% | -14.6% | +19.3% | +5.1% |
| 30D | -0.9% | -20.8% | +19.9% | -0.4% |
| 3M | -4.4% | -18.8% | +14.4% | -4.1% |
| 6M | -13.5% | -74.7% | +61.2% | -11.5% |
| YTD | -5.9% | -68.1% | +62.2% | -4.2% |
| 1Y | +1.9% | -73.5% | +75.4% | +3.9% |
| 3Y | +104.1% | -81.8% | +185.9% | +105.6% |
| All | +120.1% | -95.4% | +215.5% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling