+175.8%
SLV vs HAS
+97.5%
+78.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -12.1% | +26.3% | -38.4% | -14.7% |
| 3M | -24.1% | +25.6% | -49.7% | -26.3% |
| 6M | -44.4% | +30.3% | -74.6% | -46.4% |
| YTD | -31.5% | +50.4% | -81.9% | -35.0% |
| 1Y | -6.9% | +57.7% | -64.7% | -12.2% |
| 3Y | +116.0% | +213.4% | -97.4% | +87.3% |
| 5Y | +88.4% | +49.1% | +39.3% | +75.3% |
| All | +175.8% | +97.5% | +78.3% | +124.4% |
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