+219.9%
SLV vs HCA
+511.6%
-291.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -2.8% | +5.4% | -8.3% | -3.5% |
| 30D | -1.6% | +3.0% | -4.6% | -2.0% |
| 3M | -4.4% | +13.0% | -17.5% | -6.1% |
| 6M | -25.4% | -20.3% | -5.1% | -23.4% |
| YTD | -9.8% | -8.2% | -1.5% | -9.3% |
| 1Y | +53.8% | +6.7% | +47.1% | +51.4% |
| 3Y | +174.7% | +60.4% | +114.3% | +153.4% |
| 5Y | +164.3% | +73.4% | +90.9% | +137.8% |
| All | +219.9% | +511.6% | -291.7% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling