+243.8%
HPQ vs ICE
+220.6%
+23.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +7.8% |
| 7D | +9.8% | -2.4% | +12.2% | +11.3% |
| 30D | +22.4% | +4.0% | +18.3% | +19.6% |
| 3M | +45.2% | +13.7% | +31.5% | +34.7% |
| 6M | +96.4% | +0.9% | +95.5% | +94.0% |
| YTD | +65.4% | -2.1% | +67.5% | +65.2% |
| 1Y | +31.6% | -9.5% | +41.1% | +37.3% |
| 3Y | +37.0% | +42.1% | -5.1% | +7.8% |
| 5Y | +53.0% | +41.4% | +11.6% | +18.3% |
| All | +243.8% | +220.6% | +23.2% | +80.2% |
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