+94.4%
SLV vs HTZ
-92.5%
+186.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | +0.4% |
| 7D | +5.1% | -14.6% | +19.7% | +5.9% |
| 30D | -12.9% | -20.8% | +7.9% | -11.9% |
| 3M | -16.1% | -18.8% | +2.7% | -15.6% |
| 6M | -33.2% | -74.7% | +41.5% | -28.8% |
| YTD | -27.2% | -68.1% | +40.9% | -23.6% |
| 1Y | +7.6% | -73.5% | +81.1% | +13.8% |
| 3Y | +122.3% | -81.8% | +204.2% | +130.7% |
| 5Y | +109.7% | -95.2% | +204.9% | +127.0% |
| All | +94.4% | -92.5% | +186.9% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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