+262.8%
SLV vs USHY
+49.7%
+213.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.8% |
| 7D | -5.0% | -0.7% | -4.3% | -4.3% |
| 30D | -1.8% | -0.5% | -1.3% | -1.2% |
| 3M | -0.3% | +0.5% | -0.8% | -0.7% |
| 6M | -28.2% | +1.5% | -29.7% | -28.9% |
| YTD | -10.7% | +1.7% | -12.5% | -11.8% |
| 1Y | +53.7% | +3.5% | +50.2% | +49.5% |
| 3Y | +173.7% | +27.2% | +146.5% | +122.6% |
| 5Y | +161.5% | +21.0% | +140.5% | +120.0% |
| All | +262.8% | +49.7% | +213.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling