+1,184.2%
HD vs ICE
+2,331.7%
-1,147.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -8.4% | +7.6% | -16.0% | -10.5% |
| 3M | +4.3% | +13.9% | -9.6% | +0.1% |
| 6M | -11.1% | -2.4% | -8.8% | -11.0% |
| YTD | -4.7% | +0.3% | -4.9% | -5.6% |
| 1Y | -19.8% | -6.4% | -13.4% | -19.0% |
| 3Y | +4.1% | +43.1% | -39.0% | -7.8% |
| 5Y | +10.3% | +42.1% | -31.8% | -2.5% |
| 10Y | +203.2% | +220.9% | -17.8% | +114.7% |
| All | +1,184.2% | +2,331.7% | -1,147.6% | +497.5% |
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 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