+281.8%
SLV vs HUT
+455.5%
-173.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.1% | -1.1% |
| 7D | +2.5% | +28.3% | -25.8% | +1.0% |
| 30D | +3.3% | +12.3% | -9.1% | +2.4% |
| 3M | -3.6% | -16.8% | +13.2% | -3.2% |
| 6M | -21.8% | +111.4% | -133.2% | -25.7% |
| YTD | -7.8% | +116.6% | -124.4% | -12.4% |
| 1Y | +58.3% | +290.5% | -232.2% | +45.3% |
| 3Y | +182.6% | +792.3% | -609.7% | +140.1% |
| 5Y | +167.8% | +94.1% | +73.7% | +130.6% |
| All | +281.8% | +455.5% | -173.7% | +167.3% |
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