+167.8%
SLV vs HBM
+369.9%
-202.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -2.9% |
| 7D | +2.5% | +7.4% | -4.9% | -0.2% |
| 30D | +3.3% | +5.1% | -1.8% | +1.2% |
| 3M | -3.6% | +11.1% | -14.7% | -7.8% |
| 6M | -21.8% | +30.2% | -52.0% | -29.6% |
| YTD | -7.8% | +46.2% | -54.1% | -17.6% |
| 1Y | +58.3% | +120.0% | -61.8% | +26.6% |
| 3Y | +182.6% | +527.4% | -344.8% | +67.1% |
| 5Y | +167.8% | +400.4% | -232.6% | +57.3% |
| All | +167.8% | +369.9% | -202.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling