+210.2%
HD vs ICE
+215.5%
-5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.8% | -0.9% | -1.0% | -1.5% |
| 30D | -10.8% | +4.0% | -14.8% | -12.7% |
| 3M | -2.7% | +11.0% | -13.6% | -8.3% |
| 6M | -10.3% | -5.0% | -5.3% | -8.7% |
| YTD | -7.8% | -2.7% | -5.1% | -8.2% |
| 1Y | -23.1% | -8.6% | -14.5% | -20.8% |
| 3Y | +2.0% | +41.4% | -39.4% | -19.4% |
| 5Y | +6.2% | +39.9% | -33.6% | -17.1% |
| 10Y | +210.2% | +214.9% | -4.7% | +71.9% |
| All | +210.2% | +215.5% | -5.3% | +71.9% |
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