-9.5%
ICE vs HIG
+5.5%
-15.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | +4.0% | -0.4% | +4.4% | +4.2% |
| 3M | +13.7% | +6.7% | +7.0% | +11.5% |
| 6M | +0.9% | +2.0% | -1.0% | -0.3% |
| YTD | -2.1% | +0.3% | -2.4% | -3.1% |
| 1Y | -9.5% | +4.2% | -13.7% | -11.9% |
| All | -9.5% | +5.5% | -15.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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