+216.5%
SLV vs HUBB
+437.4%
-220.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | -5.0% | -1.7% | -3.4% | -4.8% |
| 30D | -1.8% | -12.7% | +10.9% | +0.4% |
| 3M | -0.3% | -2.9% | +2.7% | +0.1% |
| 6M | -28.2% | -4.8% | -23.4% | -27.8% |
| YTD | -10.7% | +2.8% | -13.5% | -11.2% |
| 1Y | +53.7% | +3.5% | +50.2% | +52.7% |
| 3Y | +173.7% | +43.5% | +130.1% | +156.1% |
| 5Y | +161.5% | +154.2% | +7.3% | +122.3% |
| All | +216.5% | +437.4% | -220.9% | +137.3% |
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