+159.2%
SLV vs HWM
+1,272.7%
-1,113.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -3.9% | +11.1% | -15.0% | -5.1% |
| 30D | -15.6% | +3.0% | -18.6% | -16.1% |
| 3M | -23.6% | -20.7% | -2.9% | -21.7% |
| 6M | -42.6% | -17.2% | -25.4% | -41.5% |
| YTD | -30.0% | +9.1% | -39.0% | -30.8% |
| 1Y | -6.6% | +9.0% | -15.7% | -7.7% |
| 3Y | +121.8% | +353.8% | -232.0% | +86.7% |
| 5Y | +92.7% | +608.0% | -515.4% | +53.9% |
| 10Y | +174.0% | +1,510.3% | -1,336.4% | +101.4% |
| All | +159.2% | +1,272.7% | -1,113.6% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling