+116.0%
SLV vs HCA
+118.7%
-2.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | +0.8% | -6.7% | -5.9% |
| 30D | -12.1% | +6.1% | -18.2% | -12.5% |
| 3M | -24.1% | +21.4% | -45.6% | -25.0% |
| 6M | -44.4% | +17.2% | -61.6% | -44.7% |
| YTD | -31.5% | +7.5% | -39.0% | -31.6% |
| 1Y | -6.9% | +6.2% | -13.1% | -7.1% |
| 3Y | +116.0% | +122.0% | -6.0% | +98.8% |
| All | +116.0% | +118.7% | -2.6% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling