+1,273.9%
HD vs ICE
+2,506.4%
-1,232.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.6% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +20.2% | +12.9% | +7.3% | +16.0% |
| 3M | -1.0% | +15.4% | -16.4% | -5.2% |
| 6M | +7.9% | +13.1% | -5.2% | +3.6% |
| YTD | +2.0% | +7.5% | -5.5% | -1.1% |
| 1Y | -4.3% | +18.3% | -22.6% | -9.9% |
| 3Y | +25.9% | +65.9% | -40.0% | +6.8% |
| 5Y | +5.8% | +35.2% | -29.4% | -5.1% |
| 10Y | +262.5% | +266.7% | -4.2% | +147.4% |
| All | +1,273.9% | +2,506.4% | -1,232.6% | +526.1% |
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