+167.8%
SLV vs HIG
+122.5%
+45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | +3.3% | -4.9% | +8.2% | +3.3% |
| 3M | -3.6% | +6.8% | -10.4% | -3.8% |
| 6M | -21.8% | -1.7% | -20.1% | -21.8% |
| YTD | -7.8% | -0.2% | -7.6% | -7.8% |
| 1Y | +58.3% | +5.7% | +52.6% | +57.4% |
| 3Y | +182.6% | +100.3% | +82.3% | +161.8% |
| 5Y | +167.8% | +118.5% | +49.3% | +147.3% |
| All | +167.8% | +122.5% | +45.2% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling