+146.6%
IAU vs HTZ
-89.5%
+236.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | +7.5% | -8.0% | -0.7% |
| 30D | +4.4% | +47.4% | -43.0% | +3.3% |
| 3M | -1.1% | -54.9% | +53.8% | 0.0% |
| 6M | -13.7% | -47.0% | +33.3% | -13.0% |
| YTD | +2.7% | -55.3% | +58.0% | +3.8% |
| 1Y | +24.6% | -57.6% | +82.3% | +25.9% |
| 3Y | +126.8% | -86.6% | +213.5% | +127.6% |
| 5Y | +139.5% | -86.1% | +225.6% | +142.6% |
| All | +146.6% | -89.5% | +236.2% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling