+171.1%
SLV vs HWM
+1,473.3%
-1,302.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | +5.1% | +3.4% | +1.7% | +4.5% |
| 30D | -12.9% | -7.5% | -5.4% | -12.2% |
| 3M | -16.1% | -28.9% | +12.8% | -12.9% |
| 6M | -33.2% | -19.6% | -13.6% | -31.6% |
| YTD | -27.2% | +0.6% | -27.8% | -27.4% |
| 1Y | +7.6% | +0.3% | +7.3% | +7.4% |
| 3Y | +122.3% | +326.1% | -203.8% | +88.6% |
| 5Y | +109.7% | +525.2% | -415.5% | +69.8% |
| All | +171.1% | +1,473.3% | -1,302.2% | +100.6% |
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