+269.4%
HPE vs ICE
+40.8%
+228.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.3% |
| 7D | +13.6% | -0.9% | +14.5% | +13.9% |
| 30D | +7.7% | +4.0% | +3.8% | +6.6% |
| 3M | +22.4% | +11.0% | +11.4% | +19.0% |
| 6M | +172.6% | -5.0% | +177.5% | +181.3% |
| YTD | +147.5% | -2.7% | +150.2% | +151.4% |
| 1Y | +151.8% | -8.6% | +160.4% | +163.6% |
| All | +269.4% | +40.8% | +228.6% | +197.9% |
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