+167.8%
SLV vs HL
+241.1%
-73.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +2.5% | +7.1% | -4.6% | -0.6% |
| 30D | +3.3% | +21.4% | -18.2% | -5.4% |
| 3M | -3.6% | +37.4% | -41.0% | -16.4% |
| 6M | -21.8% | +0.4% | -22.2% | -22.8% |
| YTD | -7.8% | +6.7% | -14.5% | -9.2% |
| 1Y | +58.3% | +102.4% | -44.1% | +23.4% |
| 3Y | +182.6% | +417.4% | -234.8% | +48.1% |
| 5Y | +167.8% | +243.3% | -75.5% | +54.2% |
| All | +167.8% | +241.1% | -73.3% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling