+122.3%
SLV vs HST
+77.0%
+45.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +5.1% | -2.7% | +7.8% | +5.7% |
| 30D | -12.9% | +10.7% | -23.6% | -14.9% |
| 3M | -16.1% | +6.3% | -22.3% | -17.3% |
| 6M | -33.2% | +19.0% | -52.1% | -35.8% |
| YTD | -27.2% | +47.0% | -74.3% | -32.8% |
| 1Y | +7.6% | +53.4% | -45.8% | -1.1% |
| 3Y | +122.3% | +78.0% | +44.3% | +95.8% |
| All | +122.3% | +77.0% | +45.3% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling