+10.3%
SLV vs HST
+76.4%
-66.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.6% |
| 7D | -3.9% | +3.3% | -7.2% | -5.2% |
| 30D | -14.5% | +16.4% | -30.8% | -19.9% |
| 3M | -12.4% | +5.5% | -17.9% | -14.5% |
| 6M | -28.5% | +31.1% | -59.6% | -37.3% |
| YTD | -26.8% | +55.9% | -82.7% | -39.7% |
| 1Y | +10.3% | +75.6% | -65.3% | -9.2% |
| All | +10.3% | +76.4% | -66.0% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling