+205.0%
HD vs SLV
+216.1%
-11.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -11.1% | +3.3% | -14.4% | -11.6% |
| 3M | +2.0% | -3.6% | +5.6% | +2.2% |
| 6M | -10.5% | -21.8% | +11.4% | -8.2% |
| YTD | -6.9% | -7.8% | +1.0% | -9.1% |
| 1Y | -23.2% | +58.3% | -81.5% | -31.9% |
| 3Y | +3.1% | +182.6% | -179.5% | -18.9% |
| 5Y | +7.4% | +167.8% | -160.4% | -16.0% |
| 10Y | +205.0% | +218.9% | -13.9% | +101.2% |
| All | +205.0% | +216.1% | -11.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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