+219.7%
IAU vs HUBB
+446.9%
-227.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -1.5% | -10.0% | +8.4% | -1.2% |
| 3M | +3.3% | -1.6% | +4.9% | +3.3% |
| 6M | -16.2% | -3.1% | -13.2% | -16.2% |
| YTD | +0.7% | +4.6% | -3.9% | +0.6% |
| 1Y | +19.2% | +3.3% | +15.9% | +19.2% |
| 3Y | +124.4% | +46.6% | +77.8% | +123.3% |
| 5Y | +140.0% | +158.7% | -18.6% | +138.1% |
| All | +219.7% | +446.9% | -227.2% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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