+171.1%
SLV vs HST
+142.8%
+28.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +5.1% | -2.7% | +7.8% | +5.4% |
| 30D | -12.9% | +10.7% | -23.6% | -13.8% |
| 3M | -16.1% | +6.3% | -22.3% | -16.6% |
| 6M | -33.2% | +19.0% | -52.1% | -34.4% |
| YTD | -27.2% | +47.0% | -74.3% | -29.9% |
| 1Y | +7.6% | +53.4% | -45.8% | +3.2% |
| 3Y | +122.3% | +78.0% | +44.3% | +109.6% |
| 5Y | +109.7% | +71.7% | +38.0% | +96.8% |
| All | +171.1% | +142.8% | +28.3% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling