+236.5%
SLV vs HL
+147.9%
+88.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.8% | -1.1% |
| 7D | +3.7% | +8.2% | -4.5% | +0.9% |
| 30D | -15.2% | -16.3% | +1.1% | -10.3% |
| 3M | -21.8% | -18.6% | -3.2% | -16.8% |
| 6M | -36.3% | -23.2% | -13.2% | -31.2% |
| YTD | -27.8% | -25.5% | -2.4% | -19.9% |
| 1Y | +1.5% | -4.8% | +6.3% | +4.4% |
| 3Y | +128.5% | +281.4% | -152.9% | +46.2% |
| 5Y | +103.2% | +137.8% | -34.6% | +41.3% |
| 10Y | +164.7% | +135.5% | +29.2% | +48.7% |
| All | +236.5% | +147.9% | +88.6% | +14.0% |
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