+563.1%
HPE vs ICE
+220.6%
+342.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.0% |
| 7D | +19.4% | -2.4% | +21.8% | +20.7% |
| 30D | +5.6% | +4.0% | +1.6% | +3.6% |
| 3M | +33.1% | +13.7% | +19.4% | +23.9% |
| 6M | +192.5% | +0.9% | +191.5% | +187.5% |
| YTD | +160.9% | -2.1% | +163.1% | +159.5% |
| 1Y | +155.0% | -9.5% | +164.5% | +164.2% |
| 3Y | +289.4% | +42.1% | +247.3% | +211.3% |
| 5Y | +395.7% | +41.4% | +354.3% | +287.0% |
| All | +563.1% | +220.6% | +342.5% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling