+333.1%
SLV vs HST
+118.1%
+215.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +6.7% | -12.3% | +18.9% | +7.9% |
| 3M | -10.7% | -6.4% | -4.3% | -10.2% |
| 6M | -20.6% | +15.0% | -35.6% | -21.6% |
| YTD | -7.1% | +30.5% | -37.7% | -9.3% |
| 1Y | +62.0% | +35.7% | +26.3% | +57.7% |
| 3Y | +169.8% | +68.4% | +101.4% | +156.8% |
| 5Y | +161.5% | +73.1% | +88.3% | +146.5% |
| 10Y | +224.4% | +92.7% | +131.7% | +195.3% |
| All | +333.1% | +118.1% | +215.0% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling