+333.1%
SLV vs HUM
+941.8%
-608.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +4.2% | -4.5% | -0.6% |
| 30D | +6.7% | +10.4% | -3.7% | +6.1% |
| 3M | -10.7% | +15.1% | -25.8% | -11.5% |
| 6M | -20.6% | +120.9% | -141.5% | -24.3% |
| YTD | -7.1% | +57.9% | -65.1% | -10.0% |
| 1Y | +62.0% | +30.6% | +31.4% | +58.5% |
| 3Y | +169.8% | -9.6% | +179.4% | +168.6% |
| 5Y | +161.5% | +1.6% | +159.9% | +156.0% |
| 10Y | +224.4% | +146.4% | +78.0% | +192.0% |
| All | +333.1% | +941.8% | -608.7% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling