+285.4%
HPQ vs ICE
+2,600.8%
-2,315.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | +3.6% | -0.5% | +2.1% |
| 30D | -3.6% | +15.1% | -18.7% | -7.6% |
| 3M | -5.3% | +15.4% | -20.7% | -9.4% |
| 6M | +41.1% | +16.1% | +25.0% | +34.6% |
| YTD | +36.9% | +11.4% | +25.5% | +31.6% |
| 1Y | +23.5% | +18.5% | +5.1% | +16.7% |
| 3Y | +19.6% | +70.5% | -51.0% | +1.3% |
| 5Y | +11.4% | +40.9% | -29.5% | -0.8% |
| 10Y | +160.6% | +260.6% | -100.0% | +81.6% |
| All | +285.4% | +2,600.8% | -2,315.4% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling