+99.3%
HLT vs ICE
+41.6%
+57.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -5.0% | +4.0% | -9.0% | -6.2% |
| 3M | -10.4% | +13.7% | -24.1% | -14.1% |
| 6M | +3.2% | +0.9% | +2.3% | +2.6% |
| YTD | +6.7% | -2.1% | +8.9% | +6.4% |
| 1Y | +10.3% | -9.5% | +19.8% | +14.0% |
| 3Y | +99.3% | +42.1% | +57.3% | +64.1% |
| All | +99.3% | +41.6% | +57.7% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling