+103.2%
SLV vs HUBB
+126.5%
-23.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.3% |
| 7D | +3.7% | -2.6% | +6.2% | +4.1% |
| 30D | -15.2% | -7.7% | -7.5% | -14.0% |
| 3M | -21.8% | -13.0% | -8.7% | -19.9% |
| 6M | -36.3% | -10.6% | -25.8% | -35.3% |
| YTD | -27.8% | -0.6% | -27.3% | -27.7% |
| 1Y | +1.5% | -4.1% | +5.6% | +2.1% |
| 3Y | +128.5% | +57.2% | +71.4% | +113.0% |
| 5Y | +103.2% | +127.2% | -23.9% | +81.9% |
| All | +103.2% | +126.5% | -23.3% | +81.9% |
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