+10.3%
SLV vs HCA
+11.2%
-0.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.3% | -5.2% | +4.8% |
| 7D | -3.9% | +10.2% | -14.1% | -4.2% |
| 30D | -14.5% | +17.4% | -31.9% | -14.8% |
| 3M | -12.4% | +27.7% | -40.1% | -12.8% |
| 6M | -28.5% | +20.0% | -48.5% | -27.5% |
| YTD | -26.8% | +10.0% | -36.8% | -25.5% |
| 1Y | +10.3% | +9.0% | +1.3% | +12.8% |
| All | +10.3% | +11.2% | -0.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling