+70.5%
ICE vs HRB
+22.6%
+48.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +3.6% | -5.1% | +8.7% | +4.6% |
| 30D | +15.1% | +8.7% | +6.4% | +13.5% |
| 3M | +15.4% | -5.4% | +20.8% | +16.2% |
| 6M | +16.1% | +41.6% | -25.4% | +8.8% |
| YTD | +11.4% | +18.7% | -7.3% | +6.4% |
| 1Y | +18.5% | +16.4% | +2.0% | +13.5% |
| 3Y | +70.5% | +22.0% | +48.6% | +62.4% |
| All | +70.5% | +22.6% | +48.0% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling