+182.0%
SLV vs HBM
+285.4%
-103.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | -3.9% | +5.1% | -8.9% | -5.1% |
| 30D | -15.6% | -15.8% | +0.2% | -12.0% |
| 3M | -23.6% | -22.4% | -1.2% | -18.8% |
| 6M | -42.6% | -20.2% | -22.3% | -39.5% |
| YTD | -30.0% | +9.0% | -39.0% | -30.0% |
| 1Y | -6.6% | +27.4% | -34.0% | -9.4% |
| 3Y | +121.8% | +424.2% | -302.4% | +62.8% |
| 5Y | +92.7% | +196.1% | -103.5% | +48.7% |
| All | +182.0% | +285.4% | -103.4% | +95.7% |
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