+217.1%
ICE vs HST
+97.7%
+119.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.2% | +2.0% | -3.1% | -1.6% |
| 30D | +5.0% | -5.2% | +10.2% | +6.1% |
| 3M | +13.9% | -6.2% | +20.1% | +15.1% |
| 6M | -4.4% | +20.4% | -24.9% | -8.4% |
| YTD | -1.9% | +30.6% | -32.5% | -7.7% |
| 1Y | -8.1% | +37.4% | -45.5% | -14.6% |
| 3Y | +42.5% | +66.1% | -23.6% | +25.8% |
| 5Y | +40.6% | +73.7% | -33.1% | +21.4% |
| 10Y | +217.1% | +99.8% | +117.3% | +145.1% |
| All | +217.1% | +97.7% | +119.4% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling