+851.9%
IAU vs HUM
+1,277.4%
-425.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.4% | -1.4% | -1.9% | -3.4% |
| 30D | -1.1% | +7.5% | -8.6% | -1.1% |
| 3M | +5.8% | +10.2% | -4.4% | +5.9% |
| 6M | -16.9% | +132.5% | -149.5% | -16.7% |
| YTD | +0.1% | +57.6% | -57.5% | +0.2% |
| 1Y | +18.4% | +48.6% | -30.2% | +18.5% |
| 3Y | +123.6% | -11.2% | +134.7% | +124.1% |
| 5Y | +138.7% | +4.8% | +133.9% | +139.2% |
| 10Y | +217.2% | +147.1% | +70.1% | +218.1% |
| All | +851.9% | +1,277.4% | -425.6% | +826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling