+244.5%
SLV vs HBM
+470.7%
-226.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -14.2% | -14.8% | +0.7% | -11.1% |
| 3M | -20.3% | -20.7% | +0.4% | -16.3% |
| 6M | -40.2% | -13.9% | -26.3% | -38.4% |
| YTD | -27.6% | +10.6% | -38.2% | -28.0% |
| 1Y | +0.4% | +32.4% | -31.9% | -3.4% |
| 3Y | +129.4% | +432.0% | -302.7% | +67.7% |
| 5Y | +99.8% | +205.5% | -105.7% | +54.2% |
| 10Y | +183.2% | +291.1% | -107.9% | +84.7% |
| All | +244.5% | +470.7% | -226.2% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling