+333.1%
SLV vs HAL
+32.5%
+300.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | +2.9% | -3.3% | -0.9% |
| 30D | +6.7% | +17.0% | -10.4% | +3.5% |
| 3M | -10.7% | -9.7% | -1.0% | -9.2% |
| 6M | -20.6% | +8.6% | -29.2% | -22.3% |
| YTD | -7.1% | +33.0% | -40.1% | -12.5% |
| 1Y | +62.0% | +68.3% | -6.3% | +45.1% |
| 3Y | +169.8% | +0.1% | +169.7% | +162.1% |
| 5Y | +161.5% | +102.6% | +58.8% | +113.6% |
| 10Y | +224.4% | +3.8% | +220.6% | +171.9% |
| All | +333.1% | +32.5% | +300.6% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling