+40.6%
ICE vs HDB
-37.8%
+78.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.6% |
| 7D | -1.2% | -2.0% | +0.9% | -0.7% |
| 30D | +5.0% | -4.9% | +9.8% | +6.0% |
| 3M | +13.9% | -2.3% | +16.2% | +13.9% |
| 6M | -4.4% | -23.7% | +19.3% | +0.5% |
| YTD | -1.9% | -38.5% | +36.6% | +7.7% |
| 1Y | -8.1% | -36.5% | +28.3% | +0.1% |
| 3Y | +42.5% | -28.5% | +70.9% | +49.6% |
| 5Y | +40.6% | -37.4% | +78.0% | +46.7% |
| All | +40.6% | -37.8% | +78.4% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling