+182.0%
SLV vs HUBB
+382.2%
-200.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.1% |
| 7D | -3.9% | +4.6% | -8.4% | -4.6% |
| 30D | -15.6% | -8.4% | -7.3% | -14.5% |
| 3M | -23.6% | -14.3% | -9.3% | -21.7% |
| 6M | -42.6% | -9.3% | -33.2% | -41.8% |
| YTD | -30.0% | -0.5% | -29.5% | -30.0% |
| 1Y | -6.6% | -2.1% | -4.5% | -6.4% |
| 3Y | +121.8% | +57.2% | +64.6% | +105.1% |
| 5Y | +92.7% | +127.1% | -34.5% | +66.7% |
| All | +182.0% | +382.2% | -200.2% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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