+1,562.7%
ICE vs HBM
+462.4%
+1,100.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.4% |
| 7D | +2.2% | +5.1% | -2.8% | +1.7% |
| 30D | +13.7% | -15.8% | +29.5% | +15.4% |
| 3M | +17.9% | -22.4% | +40.3% | +20.4% |
| 6M | +15.0% | -20.2% | +35.2% | +16.1% |
| YTD | +10.9% | +9.0% | +1.9% | +7.0% |
| 1Y | +17.0% | +27.4% | -10.4% | +10.7% |
| 3Y | +68.2% | +424.2% | -356.1% | +30.9% |
| 5Y | +40.4% | +196.1% | -155.7% | +13.2% |
| 10Y | +259.3% | +285.4% | -26.2% | +148.0% |
| All | +1,562.7% | +462.4% | +1,100.3% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling