+20.4%
ICE vs HDB
-28.3%
+48.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.2% | +6.9% | -3.7% | +2.1% |
| 30D | +14.7% | +15.2% | -0.5% | +12.1% |
| 3M | +19.8% | +11.7% | +8.1% | +17.4% |
| 6M | +15.2% | +7.5% | +7.7% | +12.7% |
| YTD | +12.7% | -28.8% | +41.4% | +10.7% |
| 1Y | +20.4% | -29.1% | +49.5% | +18.1% |
| All | +20.4% | -28.3% | +48.7% | +18.1% |
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