+219.9%
SLV vs HBM
+619.2%
-399.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -2.1% |
| 30D | -1.6% | -4.8% | +3.2% | -0.5% |
| 3M | -4.4% | -0.4% | -4.0% | -4.6% |
| 6M | -25.4% | +17.9% | -43.3% | -28.4% |
| YTD | -9.8% | +33.7% | -43.5% | -14.2% |
| 1Y | +53.8% | +95.6% | -41.8% | +36.0% |
| 3Y | +174.7% | +458.1% | -283.5% | +96.5% |
| 5Y | +164.3% | +329.0% | -164.7% | +89.7% |
| All | +219.9% | +619.2% | -399.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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