+218.9%
SLV vs HAL
+1.7%
+217.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +3.3% | +15.9% | -12.7% | +1.4% |
| 3M | -3.6% | -8.7% | +5.1% | -2.7% |
| 6M | -21.8% | +9.0% | -30.9% | -23.0% |
| YTD | -7.8% | +32.0% | -39.9% | -11.2% |
| 1Y | +58.3% | +72.5% | -14.2% | +47.2% |
| 3Y | +182.6% | -4.5% | +187.1% | +179.1% |
| 5Y | +167.8% | +109.7% | +58.1% | +138.1% |
| 10Y | +218.9% | +1.2% | +217.6% | +160.1% |
| All | +218.9% | +1.7% | +217.2% | +160.1% |
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