+249.7%
ICE vs HAS
+102.6%
+147.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +3.2% | +3.3% | -0.1% | +2.6% |
| 30D | +12.9% | +30.5% | -17.6% | +7.3% |
| 3M | +17.5% | +29.9% | -12.3% | +11.7% |
| 6M | +14.0% | +26.5% | -12.6% | +8.5% |
| YTD | +10.0% | +51.9% | -41.9% | +0.5% |
| 1Y | +19.5% | +60.9% | -41.4% | +7.9% |
| 3Y | +66.8% | +215.0% | -148.2% | +28.4% |
| 5Y | +40.3% | +51.5% | -11.2% | +24.0% |
| 10Y | +249.7% | +102.2% | +147.5% | +178.1% |
| All | +249.7% | +102.6% | +147.1% | +178.1% |
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