+25.6%
HAL vs ICE
+21.0%
+4.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.5% | -3.0% |
| 7D | -7.7% | +12.2% | -19.9% | -7.4% |
| 30D | +0.7% | +15.0% | -14.3% | +1.0% |
| 3M | +2.5% | +17.6% | -15.2% | +2.8% |
| 6M | -20.7% | +12.6% | -33.3% | -20.2% |
| YTD | +18.4% | +9.1% | +9.3% | +15.7% |
| 1Y | +25.6% | +20.6% | +5.0% | +18.2% |
| All | +25.6% | +21.0% | +4.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling