+128.3%
SLV vs HWM
+355.2%
-226.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -1.1% | +5.0% | -6.0% | -2.0% |
| 30D | -14.2% | +1.5% | -15.7% | -14.6% |
| 3M | -20.3% | -20.3% | 0.0% | -17.6% |
| 6M | -40.2% | -18.0% | -22.2% | -38.5% |
| YTD | -27.6% | +9.5% | -37.1% | -28.1% |
| 1Y | +0.4% | +7.5% | -7.0% | -0.1% |
| All | +128.3% | +355.2% | -226.9% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling