+2,316.3%
ICE vs HDB
+1,008.5%
+1,307.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +7.6% | -2.8% | +10.4% | +8.9% |
| 3M | +13.9% | -3.5% | +17.5% | +14.8% |
| 6M | -2.4% | -24.7% | +22.4% | +9.4% |
| YTD | +0.3% | -36.6% | +36.8% | +21.1% |
| 1Y | -6.4% | -34.4% | +28.0% | +11.0% |
| 3Y | +43.1% | -24.4% | +67.5% | +53.5% |
| 5Y | +42.1% | -35.4% | +77.5% | +58.6% |
| 10Y | +220.9% | +39.5% | +181.4% | +113.7% |
| All | +2,316.3% | +1,008.5% | +1,307.7% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling