+238.2%
HL vs ICE
+38.6%
+199.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.7% |
| 7D | -5.6% | -5.3% | -0.3% | -2.8% |
| 30D | +12.7% | +3.0% | +9.7% | +10.7% |
| 3M | +42.5% | +11.4% | +31.1% | +33.3% |
| 6M | -9.0% | -2.0% | -7.0% | -8.6% |
| YTD | +4.4% | -3.1% | +7.5% | +4.1% |
| 1Y | +82.7% | -8.4% | +91.0% | +88.4% |
| 3Y | +406.3% | +40.7% | +365.6% | +276.4% |
| 5Y | +238.2% | +40.0% | +198.2% | +139.8% |
| All | +238.2% | +38.6% | +199.6% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling