+210.5%
ICE vs HBM
+622.7%
-412.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | +0.2% |
| 7D | -5.3% | -3.7% | -1.6% | -5.1% |
| 30D | +3.0% | -3.7% | +6.7% | +3.2% |
| 3M | +11.4% | +8.0% | +3.4% | +10.1% |
| 6M | -2.0% | +15.8% | -17.8% | -4.5% |
| YTD | -3.1% | +34.4% | -37.5% | -7.5% |
| 1Y | -8.4% | +98.2% | -106.5% | -16.2% |
| 3Y | +40.7% | +476.6% | -435.8% | +12.1% |
| 5Y | +40.0% | +331.1% | -291.1% | +11.8% |
| All | +210.5% | +622.7% | -412.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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