+175.9%
SLV vs HAS
+106.1%
+69.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | +5.6% | +2.2% | +3.5% | +5.4% |
| 30D | -12.1% | +29.6% | -41.7% | -14.9% |
| 3M | -16.3% | +30.3% | -46.5% | -19.0% |
| 6M | -34.1% | +25.6% | -59.7% | -36.1% |
| YTD | -25.3% | +50.8% | -76.1% | -29.1% |
| 1Y | +9.6% | +63.0% | -53.4% | +3.1% |
| 3Y | +132.7% | +211.6% | -78.9% | +102.3% |
| 5Y | +113.7% | +50.4% | +63.3% | +98.7% |
| 10Y | +175.9% | +101.9% | +74.0% | +125.4% |
| All | +175.9% | +106.1% | +69.8% | +125.4% |
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