+235.3%
SLV vs HIG
+314.4%
-79.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +2.2% | -2.8% | +5.0% | +2.4% |
| 3M | +2.9% | +6.3% | -3.5% | +2.3% |
| 6M | -22.4% | -0.1% | -22.3% | -22.5% |
| YTD | -5.7% | +0.4% | -6.2% | -6.0% |
| 1Y | +63.3% | +6.2% | +57.1% | +61.8% |
| 3Y | +189.0% | +101.6% | +87.4% | +167.0% |
| 5Y | +172.7% | +119.8% | +52.8% | +148.3% |
| 10Y | +235.3% | +311.7% | -76.5% | +192.1% |
| All | +235.3% | +314.4% | -79.1% | +192.1% |
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