+200.0%
SLV vs HUT
+240.9%
-40.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | -0.1% |
| 7D | -1.1% | +24.8% | -25.8% | -2.5% |
| 30D | -14.2% | -28.4% | +14.2% | -12.9% |
| 3M | -20.3% | -31.2% | +10.9% | -19.1% |
| 6M | -40.2% | -40.2% | +0.1% | -39.1% |
| YTD | -27.6% | +32.9% | -60.5% | -29.6% |
| 1Y | +0.4% | +39.1% | -38.6% | -2.9% |
| 3Y | +129.4% | +462.8% | -333.4% | +99.6% |
| 5Y | +99.8% | -13.9% | +113.7% | +78.8% |
| All | +200.0% | +240.9% | -40.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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