+217.1%
ICE vs HAS
+53.3%
+163.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | +5.0% | -2.7% | +7.7% | +5.5% |
| 3M | +13.9% | +8.9% | +5.0% | +11.8% |
| 6M | -4.4% | -2.9% | -1.5% | -4.4% |
| YTD | -1.9% | +12.6% | -14.6% | -5.0% |
| 1Y | -8.1% | +17.5% | -25.6% | -11.8% |
| 3Y | +42.5% | +46.2% | -3.7% | +28.2% |
| 5Y | +40.6% | +12.6% | +28.1% | +31.5% |
| 10Y | +217.1% | +55.7% | +161.4% | +174.9% |
| All | +217.1% | +53.3% | +163.8% | +174.9% |
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