+122.3%
SLV vs HWM
+330.6%
-208.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.5% |
| 7D | +5.1% | +3.3% | +1.8% | +4.2% |
| 30D | -12.9% | -7.6% | -5.3% | -11.9% |
| 3M | -16.1% | -28.9% | +12.8% | -11.4% |
| 6M | -33.2% | -19.7% | -13.5% | -31.0% |
| YTD | -27.2% | +0.5% | -27.8% | -26.7% |
| 1Y | +7.6% | +0.3% | +7.4% | +8.5% |
| 3Y | +122.3% | +325.8% | -203.5% | +84.9% |
| All | +122.3% | +330.6% | -208.3% | +84.9% |
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