+175.8%
SLV vs HIG
+261.7%
-85.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -5.8% | +2.6% | -8.5% | -6.0% |
| 30D | -12.1% | +4.2% | -16.3% | -12.4% |
| 3M | -24.1% | +0.2% | -24.3% | -24.2% |
| 6M | -44.4% | +4.6% | -49.0% | -44.7% |
| YTD | -31.5% | +1.1% | -32.6% | -31.8% |
| 1Y | -6.9% | +4.7% | -11.6% | -7.6% |
| 3Y | +116.0% | +95.5% | +20.5% | +99.8% |
| 5Y | +88.4% | +111.7% | -23.2% | +71.8% |
| All | +175.8% | +261.7% | -85.9% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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