+73.0%
HAL vs ICE
+2,331.7%
-2,258.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +17.0% | +7.6% | +9.4% | +13.7% |
| 3M | -9.7% | +13.9% | -23.6% | -14.4% |
| 6M | +8.6% | -2.4% | +11.0% | +8.5% |
| YTD | +33.0% | +0.3% | +32.7% | +30.9% |
| 1Y | +68.3% | -6.4% | +74.7% | +69.8% |
| 3Y | +0.1% | +43.1% | -43.0% | -15.0% |
| 5Y | +102.6% | +42.1% | +60.5% | +71.0% |
| 10Y | +3.8% | +220.9% | -217.1% | -33.2% |
| All | +73.0% | +2,331.7% | -2,258.8% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling