+183.2%
SLV vs HAS
+106.0%
+77.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -1.1% | +2.0% | -3.1% | -1.3% |
| 30D | -14.2% | +30.9% | -45.1% | -17.0% |
| 3M | -20.3% | +28.8% | -49.1% | -22.8% |
| 6M | -40.2% | +32.3% | -72.5% | -42.4% |
| YTD | -27.6% | +54.7% | -82.3% | -31.5% |
| 1Y | +0.4% | +63.2% | -62.8% | -5.6% |
| 3Y | +129.4% | +220.7% | -91.3% | +98.6% |
| 5Y | +99.8% | +53.3% | +46.4% | +85.3% |
| 10Y | +183.2% | +104.2% | +79.0% | +129.8% |
| All | +183.2% | +106.0% | +77.2% | +129.8% |
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