+333.1%
SLV vs HSY
+437.1%
-104.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | +6.7% | -2.8% | +9.5% | +7.0% |
| 3M | -10.7% | -4.5% | -6.2% | -10.4% |
| 6M | -20.6% | -24.2% | +3.6% | -18.0% |
| YTD | -7.1% | -2.7% | -4.4% | -7.3% |
| 1Y | +62.0% | -3.7% | +65.7% | +61.6% |
| 3Y | +169.8% | -11.5% | +181.3% | +170.2% |
| 5Y | +161.5% | +10.3% | +151.1% | +152.4% |
| 10Y | +224.4% | +122.1% | +102.3% | +186.0% |
| All | +333.1% | +437.1% | -104.0% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling