+333.1%
SLV vs HBAN
+46.8%
+286.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +6.7% | -3.2% | +9.9% | +6.8% |
| 3M | -10.7% | +4.0% | -14.6% | -10.8% |
| 6M | -20.6% | +3.1% | -23.7% | -20.7% |
| YTD | -7.1% | 0.0% | -7.2% | -7.2% |
| 1Y | +62.0% | -1.2% | +63.2% | +61.9% |
| 3Y | +169.8% | +72.5% | +97.4% | +165.6% |
| 5Y | +161.5% | +39.3% | +122.1% | +158.0% |
| 10Y | +224.4% | +157.3% | +67.1% | +213.7% |
| All | +333.1% | +46.8% | +286.3% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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