+41.7%
ICE vs HCA
+71.9%
-30.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | -2.4% | +5.4% | -7.8% | -3.6% |
| 30D | +4.0% | +3.0% | +1.0% | +3.3% |
| 3M | +13.7% | +13.0% | +0.7% | +10.3% |
| 6M | +0.9% | -20.3% | +21.2% | +5.5% |
| YTD | -2.1% | -8.2% | +6.1% | -1.4% |
| 1Y | -9.5% | +6.7% | -16.2% | -12.3% |
| 3Y | +42.1% | +60.4% | -18.3% | +21.9% |
| All | +41.7% | +71.9% | -30.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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