+243.3%
SLV vs HBM
+471.0%
-227.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.2% | -2.6% |
| 7D | +3.7% | +2.4% | +1.3% | +3.0% |
| 30D | -15.2% | -16.0% | +0.8% | -11.9% |
| 3M | -21.8% | -21.3% | -0.4% | -17.6% |
| 6M | -36.3% | -12.2% | -24.1% | -34.7% |
| YTD | -27.8% | +10.7% | -38.5% | -28.2% |
| 1Y | +1.5% | +30.3% | -28.8% | -2.1% |
| 3Y | +128.5% | +432.2% | -303.7% | +67.1% |
| 5Y | +103.2% | +218.8% | -115.6% | +55.7% |
| 10Y | +164.7% | +281.4% | -116.7% | +73.4% |
| All | +243.3% | +471.0% | -227.7% | +134.8% |
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