+139.3%
HOOD vs SLV
+103.6%
+35.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.9% |
| 7D | -0.6% | +5.6% | -6.3% | -2.7% |
| 30D | -23.6% | -12.1% | -11.5% | -19.6% |
| 3M | -10.7% | -16.3% | +5.6% | -4.2% |
| 6M | +8.2% | -34.1% | +42.2% | +25.4% |
| YTD | -26.3% | -25.3% | -1.1% | -22.8% |
| 1Y | -36.1% | +9.6% | -45.7% | -43.3% |
| 3Y | +950.7% | +132.7% | +818.0% | +582.4% |
| 5Y | +127.0% | +113.7% | +13.4% | +43.6% |
| All | +139.3% | +103.6% | +35.6% | +65.5% |
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