+7.4%
HAL vs ICE
+215.5%
-208.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.4% |
| 7D | -1.3% | -0.9% | -0.5% | -1.0% |
| 30D | +10.9% | +4.0% | +6.9% | +8.1% |
| 3M | -5.8% | +11.0% | -16.8% | -12.1% |
| 6M | +8.1% | -5.0% | +13.1% | +9.8% |
| YTD | +33.2% | -2.7% | +35.9% | +32.1% |
| 1Y | +74.2% | -8.6% | +82.8% | +79.1% |
| 3Y | -3.7% | +41.4% | -45.0% | -28.1% |
| 5Y | +111.9% | +39.9% | +72.0% | +53.9% |
| 10Y | +7.4% | +214.9% | -207.5% | -47.2% |
| All | +7.4% | +215.5% | -208.1% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling