+175.8%
SLV vs HSY
+128.6%
+47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | -2.1% | -3.7% | -5.6% |
| 30D | -12.1% | +6.1% | -18.2% | -12.8% |
| 3M | -24.1% | -5.6% | -18.5% | -23.7% |
| 6M | -44.4% | -9.5% | -34.8% | -43.8% |
| YTD | -31.5% | -2.1% | -29.4% | -31.8% |
| 1Y | -6.9% | +0.8% | -7.7% | -7.8% |
| 3Y | +116.0% | -2.1% | +118.1% | +112.4% |
| 5Y | +88.4% | +11.2% | +77.2% | +78.8% |
| All | +175.8% | +128.6% | +47.2% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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