+164.7%
SLV vs HWM
+1,599.0%
-1,434.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | +3.7% | -1.8% | +5.4% | +3.8% |
| 30D | -15.2% | -2.7% | -12.5% | -15.0% |
| 3M | -21.8% | -22.7% | +1.0% | -19.6% |
| 6M | -36.3% | -18.9% | -17.4% | -35.0% |
| YTD | -27.8% | +7.1% | -34.9% | -28.5% |
| 1Y | +1.5% | +4.7% | -3.2% | +0.8% |
| 3Y | +128.5% | +345.6% | -217.1% | +92.7% |
| 5Y | +103.2% | +588.3% | -485.0% | +62.8% |
| 10Y | +164.7% | +1,516.2% | -1,351.5% | +95.0% |
| All | +164.7% | +1,599.0% | -1,434.3% | +95.0% |
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