+183.2%
SLV vs HIG
+268.2%
-85.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -14.2% | +5.4% | -19.5% | -14.5% |
| 3M | -20.3% | -0.9% | -19.4% | -20.3% |
| 6M | -40.2% | +4.8% | -45.0% | -40.5% |
| YTD | -27.6% | +0.9% | -28.5% | -27.9% |
| 1Y | +0.4% | +6.5% | -6.0% | -0.5% |
| 3Y | +129.4% | +95.7% | +33.6% | +112.2% |
| 5Y | +99.8% | +107.1% | -7.3% | +82.8% |
| 10Y | +183.2% | +262.6% | -79.4% | +152.6% |
| All | +183.2% | +268.2% | -85.0% | +152.6% |
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