+248.1%
HD vs ICE
+258.3%
-10.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -1.6% |
| 30D | +18.5% | +13.7% | +4.8% | +10.9% |
| 3M | +2.2% | +17.9% | -15.8% | -6.4% |
| 6M | +13.8% | +15.0% | -1.1% | +5.3% |
| YTD | +3.4% | +10.9% | -7.5% | -3.8% |
| 1Y | -3.5% | +17.0% | -20.5% | -12.9% |
| 3Y | +29.0% | +68.2% | -39.2% | -7.2% |
| 5Y | +6.1% | +40.4% | -34.3% | -16.5% |
| All | +248.1% | +258.3% | -10.2% | +84.8% |
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