+175.9%
SLV vs HWM
+1,636.6%
-1,460.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +2.1% |
| 7D | +5.6% | +1.6% | +4.0% | +5.3% |
| 30D | -12.1% | -3.9% | -8.2% | -11.8% |
| 3M | -16.3% | -23.2% | +7.0% | -13.9% |
| 6M | -34.1% | -20.0% | -14.1% | -32.5% |
| YTD | -25.3% | +5.7% | -31.0% | -25.8% |
| 1Y | +9.6% | +4.9% | +4.7% | +8.8% |
| 3Y | +132.7% | +347.0% | -214.3% | +96.2% |
| 5Y | +113.7% | +563.0% | -449.3% | +71.8% |
| 10Y | +175.9% | +1,579.2% | -1,403.3% | +100.8% |
| All | +175.9% | +1,636.6% | -1,460.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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