+2,573.8%
ICE vs HDB
+1,129.5%
+1,444.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +2.2% | +4.1% | -1.9% | +0.4% |
| 30D | +13.7% | +13.0% | +0.7% | +7.5% |
| 3M | +17.9% | +11.3% | +6.7% | +11.9% |
| 6M | +15.0% | +6.9% | +8.0% | +10.1% |
| YTD | +10.9% | -29.6% | +40.6% | +27.4% |
| 1Y | +17.0% | -29.5% | +46.5% | +34.1% |
| 3Y | +68.2% | -8.1% | +76.3% | +64.6% |
| 5Y | +40.4% | -23.4% | +63.8% | +44.6% |
| 10Y | +259.3% | +62.9% | +196.3% | +121.4% |
| All | +2,573.8% | +1,129.5% | +1,444.3% | +304.9% |
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