+113.7%
SLV vs HBM
+217.3%
-103.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | -0.7% |
| 7D | +5.6% | +5.0% | +0.6% | +3.5% |
| 30D | -12.1% | -12.7% | +0.6% | -7.7% |
| 3M | -16.3% | -17.4% | +1.2% | -10.4% |
| 6M | -34.1% | -8.9% | -25.2% | -32.5% |
| YTD | -25.3% | +14.9% | -40.2% | -27.1% |
| 1Y | +9.6% | +41.4% | -31.8% | +0.9% |
| 3Y | +132.7% | +462.1% | -329.4% | +45.1% |
| 5Y | +113.7% | +224.0% | -110.3% | +40.0% |
| All | +113.7% | +217.3% | -103.6% | +40.0% |
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