+155.3%
HBAN vs ICE
+220.6%
-65.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -1.0% | -2.4% | +1.4% | +0.3% |
| 30D | -5.6% | +4.0% | -9.6% | -7.8% |
| 3M | -1.1% | +13.7% | -14.8% | -8.7% |
| 6M | +9.9% | +0.9% | +8.9% | +8.1% |
| YTD | -0.9% | -2.1% | +1.2% | -1.5% |
| 1Y | -1.4% | -9.5% | +8.1% | +2.7% |
| 3Y | +78.2% | +42.1% | +36.1% | +39.9% |
| 5Y | +37.0% | +41.4% | -4.4% | +4.9% |
| All | +155.3% | +220.6% | -65.3% | +12.0% |
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