+621.4%
ICE vs HCA
+1,721.2%
-1,099.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.9% |
| 7D | -0.9% | +4.9% | -5.8% | -1.9% |
| 30D | +4.0% | +1.9% | +2.1% | +3.5% |
| 3M | +11.0% | +12.7% | -1.8% | +7.8% |
| 6M | -5.0% | -22.3% | +17.4% | -0.1% |
| YTD | -2.7% | -9.3% | +6.6% | -1.5% |
| 1Y | -8.6% | +2.7% | -11.4% | -10.2% |
| 3Y | +41.4% | +57.8% | -16.5% | +24.7% |
| 5Y | +39.9% | +70.3% | -30.5% | +19.1% |
| 10Y | +214.9% | +499.7% | -284.8% | +96.5% |
| All | +621.4% | +1,721.2% | -1,099.8% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling