+237.7%
SLV vs HUBB
+1,265.8%
-1,028.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -14.2% | -6.4% | -7.7% | -13.1% |
| 3M | -20.3% | -14.4% | -5.9% | -18.0% |
| 6M | -40.2% | -9.0% | -31.2% | -39.3% |
| YTD | -27.6% | +0.7% | -28.3% | -27.9% |
| 1Y | +0.4% | -0.3% | +0.7% | +0.1% |
| 3Y | +129.4% | +59.2% | +70.1% | +106.2% |
| 5Y | +99.8% | +130.2% | -30.4% | +64.7% |
| 10Y | +183.2% | +391.8% | -208.5% | +93.7% |
| All | +237.7% | +1,265.8% | -1,028.0% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling