+333.1%
SLV vs HIG
+140.9%
+192.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +6.7% | -3.2% | +9.9% | +6.9% |
| 3M | -10.7% | +9.1% | -19.8% | -11.2% |
| 6M | -20.6% | -1.8% | -18.8% | -20.6% |
| YTD | -7.1% | +1.8% | -8.9% | -7.4% |
| 1Y | +62.0% | +4.6% | +57.4% | +61.1% |
| 3Y | +169.8% | +101.6% | +68.2% | +156.9% |
| 5Y | +161.5% | +124.5% | +37.0% | +146.4% |
| 10Y | +224.4% | +317.8% | -93.4% | +189.6% |
| All | +333.1% | +140.9% | +192.2% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling