+40.0%
ICE vs HRB
+109.9%
-69.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -5.3% | -12.2% | +6.8% | -3.2% |
| 30D | +3.0% | -3.0% | +6.0% | +3.2% |
| 3M | +11.4% | +21.7% | -10.3% | +7.1% |
| 6M | -2.0% | +52.3% | -54.4% | -10.1% |
| YTD | -3.1% | +6.5% | -9.6% | -5.6% |
| 1Y | -8.4% | -6.7% | -1.7% | -8.8% |
| 3Y | +40.7% | +25.1% | +15.6% | +31.3% |
| 5Y | +40.0% | +113.8% | -73.8% | +23.6% |
| All | +40.0% | +109.9% | -69.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling