+219.7%
IAU vs HUM
+152.7%
+67.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.6% |
| 7D | -2.0% | +2.1% | -4.1% | -2.0% |
| 30D | -1.5% | +5.4% | -6.9% | -1.5% |
| 3M | +3.3% | +11.4% | -8.2% | +3.4% |
| 6M | -16.2% | +141.5% | -157.7% | -15.7% |
| YTD | +0.7% | +61.2% | -60.5% | +1.0% |
| 1Y | +19.2% | +49.2% | -29.9% | +19.5% |
| 3Y | +124.4% | -9.0% | +133.5% | +125.9% |
| 5Y | +140.0% | +7.2% | +132.9% | +141.2% |
| All | +219.7% | +152.7% | +67.0% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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