+175.9%
SLV vs HAL
-18.5%
+194.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +5.6% | -7.9% | +13.5% | +6.7% |
| 30D | -12.1% | -2.1% | -10.1% | -12.0% |
| 3M | -16.3% | +0.4% | -16.7% | -16.4% |
| 6M | -34.1% | -19.2% | -14.8% | -32.5% |
| YTD | -25.3% | +14.4% | -39.6% | -26.8% |
| 1Y | +9.6% | +18.0% | -8.4% | +6.9% |
| 3Y | +132.7% | -9.7% | +142.4% | +131.4% |
| 5Y | +113.7% | +40.1% | +73.5% | +99.0% |
| 10Y | +175.9% | -19.1% | +195.0% | +134.4% |
| All | +175.9% | -18.5% | +194.4% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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