+621.7%
HPE vs SLV
+293.0%
+328.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -2.3% | +6.7% | -9.0% | -3.3% |
| 3M | -2.9% | -10.7% | +7.8% | -1.3% |
| 6M | +143.6% | -20.6% | +164.2% | +150.4% |
| YTD | +118.5% | -7.1% | +125.7% | +114.8% |
| 1Y | +129.2% | +62.0% | +67.2% | +103.5% |
| 3Y | +212.5% | +169.8% | +42.7% | +153.0% |
| 5Y | +286.9% | +161.5% | +125.5% | +210.0% |
| 10Y | +432.3% | +224.4% | +207.9% | +295.3% |
| All | +621.7% | +293.0% | +328.7% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling