+40.4%
ICE vs HBM
+203.5%
-163.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.4% |
| 7D | +2.2% | +5.1% | -2.8% | +1.9% |
| 30D | +13.7% | -15.8% | +29.5% | +14.9% |
| 3M | +17.9% | -22.4% | +40.3% | +19.6% |
| 6M | +15.0% | -20.2% | +35.2% | +15.8% |
| YTD | +10.9% | +9.0% | +1.9% | +7.3% |
| 1Y | +17.0% | +27.4% | -10.4% | +11.2% |
| 3Y | +68.2% | +424.2% | -356.1% | +29.0% |
| 5Y | +40.4% | +196.1% | -155.7% | +15.5% |
| All | +40.4% | +203.5% | -163.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling