+171.1%
SLV vs HAS
+101.4%
+69.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | -12.9% | +31.0% | -43.9% | -15.8% |
| 3M | -16.1% | +30.7% | -46.7% | -18.9% |
| 6M | -33.2% | +23.9% | -57.1% | -35.1% |
| YTD | -27.2% | +48.3% | -75.6% | -30.8% |
| 1Y | +7.6% | +60.2% | -52.6% | +1.4% |
| 3Y | +122.3% | +189.2% | -66.9% | +94.8% |
| 5Y | +109.7% | +50.4% | +59.3% | +95.1% |
| All | +171.1% | +101.4% | +69.7% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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