+175.8%
SLV vs HST
+133.7%
+42.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.8% | +3.6% | -9.4% | -6.2% |
| 30D | -12.1% | +11.2% | -23.3% | -13.1% |
| 3M | -24.1% | +13.1% | -37.2% | -25.1% |
| 6M | -44.4% | +23.9% | -68.3% | -45.6% |
| YTD | -31.5% | +52.3% | -83.8% | -34.4% |
| 1Y | -6.9% | +56.7% | -63.6% | -11.1% |
| 3Y | +116.0% | +87.5% | +28.5% | +102.1% |
| 5Y | +88.4% | +82.8% | +5.6% | +75.5% |
| All | +175.8% | +133.7% | +42.1% | +142.7% |
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