+347.4%
HL vs ICE
+2,600.8%
-2,253.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -11.1% | +3.6% | -14.7% | -12.3% |
| 30D | -12.1% | +15.1% | -27.2% | -16.9% |
| 3M | -26.1% | +15.4% | -41.5% | -30.3% |
| 6M | -37.7% | +16.1% | -53.9% | -41.7% |
| YTD | -31.7% | +11.4% | -43.0% | -35.5% |
| 1Y | -11.6% | +18.5% | -30.1% | -18.4% |
| 3Y | +249.6% | +70.5% | +179.1% | +181.1% |
| 5Y | +108.5% | +40.9% | +67.6% | +79.8% |
| 10Y | +127.0% | +260.6% | -133.6% | +37.6% |
| All | +347.4% | +2,600.8% | -2,253.4% | +43.5% |
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