+165.7%
SLV vs HST
+74.0%
+91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +6.7% | -12.3% | +18.9% | +9.1% |
| 3M | -10.7% | -6.4% | -4.3% | -9.7% |
| 6M | -20.6% | +15.0% | -35.6% | -22.5% |
| YTD | -7.1% | +30.5% | -37.7% | -11.1% |
| 1Y | +62.0% | +35.7% | +26.3% | +54.1% |
| 3Y | +169.8% | +68.4% | +101.4% | +146.3% |
| All | +165.7% | +74.0% | +91.8% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling