+128.5%
SLV vs HIG
+97.9%
+30.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.2% |
| 7D | +3.7% | +2.1% | +1.5% | +3.9% |
| 30D | -15.2% | +6.7% | -21.9% | -14.4% |
| 3M | -21.8% | -1.9% | -19.8% | -21.8% |
| 6M | -36.3% | +5.3% | -41.7% | -35.8% |
| YTD | -27.8% | +1.3% | -29.2% | -27.3% |
| 1Y | +1.5% | +7.2% | -5.7% | +1.9% |
| 3Y | +128.5% | +96.6% | +31.9% | +115.8% |
| All | +128.5% | +97.9% | +30.6% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling