-4.5%
HAL vs ICE
+41.9%
-46.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | +0.5% | -1.2% | +1.6% | +0.6% |
| 30D | +15.9% | +5.0% | +11.0% | +15.1% |
| 3M | -8.7% | +13.9% | -22.6% | -10.5% |
| 6M | +9.0% | -4.4% | +13.5% | +10.3% |
| YTD | +32.0% | -1.9% | +33.9% | +32.0% |
| 1Y | +72.5% | -8.1% | +80.6% | +75.2% |
| 3Y | -4.5% | +42.5% | -47.0% | -11.5% |
| All | -4.5% | +41.9% | -46.5% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling