+219.9%
SLV vs HUM
+152.7%
+67.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.0% |
| 7D | -2.8% | +2.1% | -4.9% | -2.9% |
| 30D | -1.6% | +5.4% | -7.0% | -1.7% |
| 3M | -4.4% | +11.4% | -15.9% | -4.8% |
| 6M | -25.4% | +141.5% | -166.9% | -27.4% |
| YTD | -9.8% | +61.2% | -71.0% | -11.3% |
| 1Y | +53.8% | +49.2% | +4.6% | +51.4% |
| 3Y | +174.7% | -9.0% | +183.7% | +178.1% |
| 5Y | +164.3% | +7.2% | +157.1% | +161.5% |
| All | +219.9% | +152.7% | +67.2% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling