+235.3%
SLV vs HSY
+124.3%
+111.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +2.8% | -3.0% | +5.7% | +3.2% |
| 30D | +2.2% | -5.0% | +7.2% | +2.8% |
| 3M | +2.9% | -1.3% | +4.2% | +2.9% |
| 6M | -22.4% | -21.5% | -0.9% | -20.0% |
| YTD | -5.7% | -3.3% | -2.5% | -5.9% |
| 1Y | +63.3% | -5.5% | +68.8% | +63.4% |
| 3Y | +189.0% | -9.9% | +198.9% | +189.0% |
| 5Y | +172.7% | +11.3% | +161.3% | +158.7% |
| 10Y | +235.3% | +128.1% | +107.2% | +199.0% |
| All | +235.3% | +124.3% | +111.0% | +199.0% |
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