+226.7%
SLV vs HL
+131.6%
+95.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -1.5% |
| 7D | -3.9% | -7.6% | +3.8% | -1.4% |
| 30D | -15.6% | -17.5% | +1.8% | -10.4% |
| 3M | -23.6% | -26.2% | +2.6% | -16.2% |
| 6M | -42.6% | -35.1% | -7.5% | -34.5% |
| YTD | -30.0% | -30.4% | +0.4% | -20.6% |
| 1Y | -6.6% | -14.0% | +7.3% | -0.9% |
| 3Y | +121.8% | +256.3% | -134.5% | +45.0% |
| 5Y | +92.7% | +112.5% | -19.8% | +38.6% |
| 10Y | +174.0% | +131.3% | +42.7% | +54.8% |
| All | +226.7% | +131.6% | +95.1% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling