+65.9%
ICE vs HAS
+181.4%
-115.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +12.9% | +31.0% | -18.1% | +9.2% |
| 3M | +15.4% | +30.7% | -15.2% | +11.7% |
| 6M | +13.1% | +23.9% | -10.8% | +10.2% |
| YTD | +7.5% | +48.3% | -40.9% | +1.5% |
| 1Y | +18.3% | +60.2% | -41.9% | +10.4% |
| 3Y | +65.9% | +189.2% | -123.3% | +37.3% |
| All | +65.9% | +181.4% | -115.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling