+333.1%
SLV vs HL
+258.8%
+74.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.9% |
| 30D | +6.7% | +25.1% | -18.4% | -1.0% |
| 3M | -10.7% | +22.9% | -33.6% | -16.7% |
| 6M | -20.6% | -4.9% | -15.7% | -19.6% |
| YTD | -7.1% | +7.8% | -15.0% | -8.3% |
| 1Y | +62.0% | +133.9% | -71.9% | +25.2% |
| 3Y | +169.8% | +380.9% | -211.1% | +59.2% |
| 5Y | +161.5% | +230.2% | -68.8% | +63.1% |
| 10Y | +224.4% | +265.6% | -41.2% | +57.0% |
| All | +333.1% | +258.8% | +74.3% | +30.6% |
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