+182.6%
SLV vs HUBB
+48.8%
+133.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +2.5% | +4.8% | -2.3% | +1.5% |
| 30D | +3.3% | -9.3% | +12.6% | +5.2% |
| 3M | -3.6% | -3.9% | +0.3% | -3.0% |
| 6M | -21.8% | -0.8% | -21.0% | -22.0% |
| YTD | -7.8% | +5.6% | -13.4% | -8.6% |
| 1Y | +58.3% | +7.7% | +50.5% | +56.5% |
| 3Y | +182.6% | +47.5% | +135.1% | +170.5% |
| All | +182.6% | +48.8% | +133.7% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling