+388.5%
HPE vs SLV
+178.7%
+209.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | +13.6% | -3.9% | +17.4% | +14.4% |
| 30D | -27.1% | -15.6% | -11.5% | -24.8% |
| 3M | -14.5% | -23.6% | +9.1% | -10.2% |
| 6M | +66.9% | -42.6% | +109.5% | +82.9% |
| YTD | +111.3% | -30.0% | +141.3% | +118.1% |
| 1Y | +117.5% | -6.6% | +124.1% | +112.3% |
| 3Y | +238.1% | +121.8% | +116.3% | +179.0% |
| 5Y | +292.4% | +92.7% | +199.7% | +225.9% |
| All | +388.5% | +178.7% | +209.8% | +260.3% |
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