-8.1%
ICE vs HST
+36.9%
-45.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.2% | +2.0% | -3.1% | -1.3% |
| 30D | +5.0% | -5.2% | +10.2% | +5.3% |
| 3M | +13.9% | -6.2% | +20.1% | +14.3% |
| 6M | -4.4% | +20.4% | -24.9% | -6.9% |
| YTD | -1.9% | +30.6% | -32.5% | -6.7% |
| 1Y | -8.1% | +37.4% | -45.5% | -15.8% |
| All | -8.1% | +36.9% | -45.0% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling