+53.6%
HAL vs ICE
+2,632.3%
-2,578.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.5% |
| 7D | -0.2% | +3.2% | -3.5% | -1.4% |
| 30D | +1.0% | +14.7% | -13.7% | -4.3% |
| 3M | -2.1% | +19.8% | -21.9% | -8.9% |
| 6M | -17.5% | +15.2% | -32.7% | -22.4% |
| YTD | +18.1% | +12.7% | +5.5% | +11.1% |
| 1Y | +19.7% | +20.4% | -0.7% | +9.7% |
| 3Y | -7.9% | +70.8% | -78.7% | -26.9% |
| 5Y | +53.1% | +43.9% | +9.1% | +28.4% |
| 10Y | -16.8% | +264.8% | -281.6% | -49.0% |
| All | +53.6% | +2,632.3% | -2,578.6% | -46.2% |
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 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