+2,489.8%
ICE vs HAS
+1,029.4%
+1,460.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +12.9% | +31.0% | -18.1% | +1.7% |
| 3M | +15.4% | +30.7% | -15.2% | +3.9% |
| 6M | +13.1% | +23.9% | -10.8% | +3.1% |
| YTD | +7.5% | +48.3% | -40.9% | -9.7% |
| 1Y | +18.3% | +60.2% | -41.9% | -3.6% |
| 3Y | +65.9% | +189.2% | -123.3% | +1.4% |
| 5Y | +35.2% | +50.4% | -15.2% | +4.9% |
| 10Y | +266.7% | +104.2% | +162.6% | +101.3% |
| All | +2,489.8% | +1,029.4% | +1,460.4% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling