+55.2%
HYG vs SLV
+224.3%
-169.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | -0.7% | -1.6% | +0.9% | -0.7% |
| 3M | -0.2% | -4.4% | +4.2% | 0.0% |
| 6M | +1.4% | -25.4% | +26.8% | +2.9% |
| YTD | +1.5% | -9.8% | +11.2% | +0.3% |
| 1Y | +2.9% | +53.8% | -50.9% | -3.1% |
| 3Y | +25.6% | +174.7% | -149.0% | +11.3% |
| 5Y | +18.6% | +164.3% | -145.7% | +4.5% |
| All | +55.2% | +224.3% | -169.1% | +29.2% |
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