+2,234.6%
ICE vs DHI
+438.7%
+1,795.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -5.3% | -6.1% | +0.8% | -3.4% |
| 30D | +3.0% | -10.1% | +13.1% | +6.5% |
| 3M | +11.4% | -7.3% | +18.8% | +13.4% |
| 6M | -2.0% | -6.1% | +4.1% | -1.3% |
| YTD | -3.1% | -5.0% | +1.9% | -3.4% |
| 1Y | -8.4% | -22.1% | +13.7% | -3.0% |
| 3Y | +40.7% | +19.2% | +21.5% | +23.6% |
| 5Y | +40.0% | +59.4% | -19.5% | +7.4% |
| 10Y | +213.5% | +401.8% | -188.3% | +44.8% |
| All | +2,234.6% | +438.7% | +1,795.9% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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