+340.8%
HPE vs ICE
+38.6%
+302.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.4% | -5.3% | +6.8% | +3.3% |
| 30D | +1.5% | +3.0% | -1.5% | +0.4% |
| 3M | +21.7% | +11.4% | +10.3% | +16.5% |
| 6M | +164.2% | -2.0% | +166.2% | +165.6% |
| YTD | +132.1% | -3.1% | +135.2% | +133.6% |
| 1Y | +130.6% | -8.4% | +139.0% | +138.0% |
| 3Y | +244.1% | +40.7% | +203.4% | +188.2% |
| 5Y | +340.8% | +40.0% | +300.9% | +264.5% |
| All | +340.8% | +38.6% | +302.2% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling