+324.4%
HPQ vs ICE
+2,331.7%
-2,007.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.8% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +14.4% | +7.6% | +6.8% | +12.0% |
| 3M | +25.6% | +13.9% | +11.7% | +20.7% |
| 6M | +75.0% | -2.4% | +77.4% | +75.6% |
| YTD | +50.7% | +0.3% | +50.4% | +49.7% |
| 1Y | +18.7% | -6.4% | +25.1% | +20.2% |
| 3Y | +21.5% | +43.1% | -21.6% | +8.4% |
| 5Y | +31.6% | +42.1% | -10.5% | +17.2% |
| 10Y | +216.1% | +220.9% | -4.9% | +128.0% |
| All | +324.4% | +2,331.7% | -2,007.4% | +107.5% |
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 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