+239.3%
SLV vs HUBB
+1,222.6%
-983.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.6% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | -12.9% | -9.7% | -3.2% | -11.3% |
| 3M | -16.1% | -15.2% | -0.9% | -13.5% |
| 6M | -33.2% | -14.0% | -19.2% | -31.5% |
| YTD | -27.2% | -2.4% | -24.8% | -27.1% |
| 1Y | +7.6% | -5.8% | +13.4% | +8.5% |
| 3Y | +122.3% | +60.4% | +61.9% | +99.6% |
| 5Y | +109.7% | +125.4% | -15.7% | +73.6% |
| 10Y | +168.4% | +409.7% | -241.3% | +81.9% |
| All | +239.3% | +1,222.6% | -983.2% | +63.1% |
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