+606.2%
HL vs ICE
+2,331.7%
-1,725.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.7% |
| 7D | +1.5% | -0.7% | +2.1% | +1.7% |
| 30D | +25.1% | +7.6% | +17.4% | +21.6% |
| 3M | +22.9% | +13.9% | +9.0% | +16.5% |
| 6M | -4.9% | -2.4% | -2.6% | -4.8% |
| YTD | +7.8% | +0.3% | +7.6% | +6.4% |
| 1Y | +133.9% | -6.4% | +140.3% | +136.0% |
| 3Y | +380.9% | +43.1% | +337.8% | +314.1% |
| 5Y | +230.2% | +42.1% | +188.1% | +185.0% |
| 10Y | +265.6% | +220.9% | +44.6% | +132.3% |
| All | +606.2% | +2,331.7% | -1,725.5% | +136.5% |
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