+256.9%
HL vs ICE
+220.6%
+36.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -4.4% | -2.4% | -2.0% | -3.3% |
| 30D | +9.3% | +4.0% | +5.3% | +7.1% |
| 3M | +32.0% | +13.7% | +18.3% | +23.3% |
| 6M | -6.4% | +0.9% | -7.4% | -7.7% |
| YTD | +3.1% | -2.1% | +5.3% | +2.5% |
| 1Y | +77.6% | -9.5% | +87.1% | +83.1% |
| 3Y | +392.8% | +42.1% | +350.7% | +299.2% |
| 5Y | +234.1% | +41.4% | +192.7% | +166.7% |
| All | +256.9% | +220.6% | +36.3% | +178.6% |
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