+175.8%
SLV vs HDB
+63.5%
+112.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.8% | +2.7% | -8.6% | -6.2% |
| 30D | -12.1% | +14.1% | -26.3% | -13.7% |
| 3M | -24.1% | +11.8% | -35.9% | -25.3% |
| 6M | -44.4% | +8.2% | -52.6% | -45.1% |
| YTD | -31.5% | -29.3% | -2.2% | -29.1% |
| 1Y | -6.9% | -28.8% | +21.8% | -3.7% |
| 3Y | +116.0% | -7.5% | +123.5% | +115.2% |
| 5Y | +88.4% | -23.1% | +111.5% | +90.5% |
| All | +175.8% | +63.5% | +112.3% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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