+244.8%
ICE vs HAS
+106.1%
+138.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +1.0% | +2.2% | -1.1% | +0.6% |
| 30D | +11.4% | +29.6% | -18.2% | +6.0% |
| 3M | +16.2% | +30.3% | -14.1% | +10.3% |
| 6M | +12.5% | +25.6% | -13.1% | +7.3% |
| YTD | +8.6% | +50.8% | -42.3% | -0.7% |
| 1Y | +18.4% | +63.0% | -44.7% | +6.6% |
| 3Y | +66.4% | +211.6% | -145.2% | +28.4% |
| 5Y | +37.2% | +50.4% | -13.2% | +21.4% |
| 10Y | +244.8% | +101.9% | +143.0% | +174.5% |
| All | +244.8% | +106.1% | +138.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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