+153.4%
HYG vs SLV
+327.1%
-173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -0.1% | +3.3% | -3.3% | -0.3% |
| 3M | +1.0% | -3.6% | +4.6% | +1.1% |
| 6M | +2.3% | -21.8% | +24.1% | +3.6% |
| YTD | +2.1% | -7.8% | +10.0% | +1.2% |
| 1Y | +3.8% | +58.3% | -54.5% | -1.5% |
| 3Y | +26.7% | +182.6% | -155.9% | +14.3% |
| 5Y | +19.3% | +167.8% | -148.5% | +7.5% |
| 10Y | +55.3% | +218.9% | -163.6% | +36.1% |
| All | +153.4% | +327.1% | -173.7% | +100.7% |
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