+1.5%
SLV vs HST
+55.2%
-53.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.6% |
| 7D | +3.7% | +0.6% | +3.1% | +3.2% |
| 30D | -15.2% | +14.5% | -29.6% | -20.4% |
| 3M | -21.8% | +15.4% | -37.2% | -26.9% |
| 6M | -36.3% | +22.0% | -58.3% | -42.9% |
| YTD | -27.8% | +54.9% | -82.7% | -42.7% |
| 1Y | +1.5% | +54.0% | -52.5% | -19.2% |
| All | +1.5% | +55.2% | -53.7% | -19.2% |
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