+183.8%
SLV vs HUT
+221.4%
-37.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.1% | +4.9% | -1.8% |
| 7D | -5.8% | +9.3% | -15.2% | -6.4% |
| 30D | -12.1% | -23.1% | +11.0% | -11.2% |
| 3M | -24.1% | -30.6% | +6.5% | -23.0% |
| 6M | -44.4% | -46.9% | +2.5% | -43.0% |
| YTD | -31.5% | +25.3% | -56.8% | -33.2% |
| 1Y | -6.9% | +59.8% | -66.8% | -10.5% |
| 3Y | +116.0% | +467.2% | -351.2% | +88.2% |
| 5Y | +88.4% | -24.6% | +113.1% | +69.7% |
| All | +183.8% | +221.4% | -37.6% | +104.0% |
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