+112.8%
HL vs ICE
+40.5%
+72.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.1% |
| 7D | -11.1% | +3.6% | -14.7% | -12.8% |
| 30D | -12.1% | +15.1% | -27.2% | -18.7% |
| 3M | -26.1% | +15.4% | -41.5% | -31.9% |
| 6M | -37.7% | +16.1% | -53.9% | -43.1% |
| YTD | -31.7% | +11.4% | -43.0% | -37.1% |
| 1Y | -11.6% | +18.5% | -30.1% | -22.0% |
| 3Y | +249.6% | +70.5% | +179.1% | +126.5% |
| All | +112.8% | +40.5% | +72.3% | +45.1% |
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 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