+1.5%
SLV vs HWM
+5.1%
-3.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.8% |
| 7D | +3.7% | -1.8% | +5.4% | +4.0% |
| 30D | -15.2% | -2.7% | -12.5% | -14.6% |
| 3M | -21.8% | -22.7% | +1.0% | -15.0% |
| 6M | -36.3% | -18.9% | -17.4% | -32.4% |
| YTD | -27.8% | +7.1% | -34.9% | -28.1% |
| 1Y | +1.5% | +4.7% | -3.2% | +1.1% |
| All | +1.5% | +5.1% | -3.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling