+243.6%
SLV vs HWM
+1,494.1%
-1,250.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +6.7% | -11.0% | +17.7% | +8.0% |
| 3M | -10.7% | +4.0% | -14.7% | -11.3% |
| 6M | -20.6% | -0.2% | -20.4% | -20.7% |
| YTD | -7.1% | +26.7% | -33.8% | -9.6% |
| 1Y | +62.0% | +44.7% | +17.3% | +55.3% |
| 3Y | +169.8% | +426.1% | -256.3% | +123.6% |
| 5Y | +161.5% | +738.5% | -577.1% | +105.2% |
| All | +243.6% | +1,494.1% | -1,250.5% | +148.9% |
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 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