+20.6%
ICE vs HDB
-32.8%
+53.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.2% | +1.4% |
| 7D | +12.2% | +12.9% | -0.7% | +10.0% |
| 30D | +15.0% | +10.0% | +4.9% | +13.3% |
| 3M | +17.6% | +1.8% | +15.8% | +16.8% |
| 6M | +12.6% | -2.1% | +14.7% | +11.6% |
| YTD | +9.1% | -33.4% | +42.5% | +9.7% |
| 1Y | +20.6% | -32.9% | +53.5% | +20.9% |
| All | +20.6% | -32.8% | +53.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling