+214.9%
ICE vs HDB
+32.4%
+182.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -0.9% | -4.9% | +4.0% | +0.3% |
| 30D | +4.0% | -5.8% | +9.8% | +5.4% |
| 3M | +11.0% | -5.2% | +16.2% | +11.9% |
| 6M | -5.0% | -25.7% | +20.8% | +1.5% |
| YTD | -2.7% | -39.6% | +36.9% | +9.1% |
| 1Y | -8.6% | -36.9% | +28.3% | +1.2% |
| 3Y | +41.4% | -29.7% | +71.1% | +50.2% |
| 5Y | +39.9% | -37.8% | +77.6% | +50.8% |
| 10Y | +214.9% | +33.7% | +181.2% | +166.4% |
| All | +214.9% | +32.4% | +182.5% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling