+245.0%
HD vs ICE
+250.3%
-5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | +5.2% | +3.2% | +2.0% | +3.6% |
| 30D | +20.7% | +12.9% | +7.8% | +13.4% |
| 3M | +0.8% | +17.5% | -16.7% | -7.4% |
| 6M | +12.2% | +14.0% | -1.8% | +4.2% |
| YTD | +4.2% | +10.0% | -5.8% | -2.6% |
| 1Y | -2.6% | +19.5% | -22.1% | -13.2% |
| 3Y | +30.0% | +66.8% | -36.8% | -6.0% |
| 5Y | +8.1% | +40.3% | -32.3% | -14.9% |
| All | +245.0% | +250.3% | -5.3% | +81.5% |
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 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