+28.4%
SLV vs HCA
+2,058.6%
-2,030.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | -24.1% | +21.4% | -45.6% | -25.6% |
| 6M | -44.4% | +17.2% | -61.6% | -45.3% |
| YTD | -31.5% | +7.5% | -39.0% | -32.3% |
| 1Y | -6.9% | +6.2% | -13.1% | -7.9% |
| 3Y | +116.0% | +122.0% | -6.0% | +97.0% |
| 5Y | +88.4% | +112.2% | -23.7% | +71.0% |
| 10Y | +167.9% | +675.7% | -507.8% | +114.9% |
| All | +28.4% | +2,058.6% | -2,030.1% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling