+226.7%
SLV vs HIG
+138.4%
+88.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -3.9% | -0.1% | -3.7% | -3.9% |
| 30D | -15.6% | +4.4% | -20.0% | -15.9% |
| 3M | -23.6% | 0.0% | -23.6% | -23.6% |
| 6M | -42.6% | +3.8% | -46.3% | -42.8% |
| YTD | -30.0% | +0.7% | -30.6% | -30.2% |
| 1Y | -6.6% | +5.0% | -11.7% | -7.2% |
| 3Y | +121.8% | +95.3% | +26.5% | +111.5% |
| 5Y | +92.7% | +110.8% | -18.1% | +82.3% |
| 10Y | +174.0% | +261.9% | -87.9% | +146.6% |
| All | +226.7% | +138.4% | +88.3% | +165.8% |
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 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