+219.9%
SLV vs HL
+273.7%
-53.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -2.8% | -4.4% | +1.5% | -1.4% |
| 30D | -1.6% | +9.3% | -10.9% | -4.7% |
| 3M | -4.4% | +32.0% | -36.4% | -13.1% |
| 6M | -25.4% | -6.4% | -19.0% | -24.1% |
| YTD | -9.8% | +3.1% | -12.9% | -9.5% |
| 1Y | +53.8% | +77.6% | -23.8% | +30.9% |
| 3Y | +174.7% | +392.8% | -218.2% | +66.4% |
| 5Y | +164.3% | +234.1% | -69.8% | +69.3% |
| All | +219.9% | +273.7% | -53.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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