+25.1%
HPQ vs ICE
+40.8%
-15.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +9.7% | +4.0% | +5.8% | +8.1% |
| 3M | +32.7% | +11.0% | +21.8% | +27.4% |
| 6M | +77.7% | -5.0% | +82.7% | +80.4% |
| YTD | +51.0% | -2.7% | +53.7% | +51.4% |
| 1Y | +18.4% | -8.6% | +27.0% | +21.7% |
| All | +25.1% | +40.8% | -15.7% | +5.2% |
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 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