+161.5%
SLV vs HLT
+145.1%
+16.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -2.6% | -2.5% | -4.6% |
| 30D | -1.8% | -2.6% | +0.8% | -1.4% |
| 3M | -0.3% | -9.4% | +9.1% | +1.2% |
| 6M | -28.2% | +2.7% | -30.9% | -28.4% |
| YTD | -10.7% | +6.8% | -17.5% | -11.5% |
| 1Y | +53.7% | +12.4% | +41.3% | +51.3% |
| 3Y | +173.7% | +100.2% | +73.5% | +150.3% |
| 5Y | +161.5% | +143.7% | +17.8% | +127.1% |
| All | +161.5% | +145.1% | +16.4% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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