+183.2%
SLV vs HST
+143.8%
+39.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -14.2% | +13.4% | -27.5% | -15.3% |
| 3M | -20.3% | +16.7% | -37.0% | -21.6% |
| 6M | -40.2% | +24.0% | -64.2% | -41.5% |
| YTD | -27.6% | +54.0% | -81.5% | -30.7% |
| 1Y | +0.4% | +55.0% | -54.6% | -3.9% |
| 3Y | +129.4% | +89.3% | +40.0% | +114.6% |
| 5Y | +99.8% | +85.4% | +14.4% | +86.1% |
| 10Y | +183.2% | +137.1% | +46.1% | +157.4% |
| All | +183.2% | +143.8% | +39.4% | +157.4% |
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