+2,516.3%
ICE vs HDB
+1,134.3%
+1,382.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.2% |
| 7D | +1.0% | +13.7% | -12.7% | -4.8% |
| 30D | +11.4% | +15.8% | -4.4% | +4.2% |
| 3M | +16.2% | +9.2% | +6.9% | +11.1% |
| 6M | +12.5% | +3.2% | +9.3% | +9.4% |
| YTD | +8.6% | -29.4% | +37.9% | +24.4% |
| 1Y | +18.4% | -27.9% | +46.3% | +34.2% |
| 3Y | +66.4% | -5.9% | +72.3% | +61.0% |
| 5Y | +37.2% | -23.5% | +60.7% | +41.4% |
| 10Y | +244.8% | +61.3% | +183.5% | +113.7% |
| All | +2,516.3% | +1,134.3% | +1,382.0% | +295.5% |
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