+89.9%
SLV vs HUBB
+126.3%
-36.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +1.8% | -7.6% | -6.1% |
| 30D | -12.1% | -7.7% | -4.4% | -10.9% |
| 3M | -24.1% | -13.6% | -10.6% | -22.2% |
| 6M | -44.4% | -9.1% | -35.3% | -43.6% |
| YTD | -31.5% | -0.7% | -30.8% | -31.4% |
| 1Y | -6.9% | +1.1% | -8.0% | -7.0% |
| 3Y | +116.0% | +56.2% | +59.8% | +101.6% |
| All | +89.9% | +126.3% | -36.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling