+70.5%
ICE vs HST
+87.2%
-16.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +3.6% | +3.6% | 0.0% | +3.0% |
| 30D | +15.1% | +11.2% | +3.9% | +13.0% |
| 3M | +15.4% | +13.1% | +2.3% | +13.0% |
| 6M | +16.1% | +23.9% | -7.8% | +11.6% |
| YTD | +11.4% | +52.3% | -40.9% | +2.2% |
| 1Y | +18.5% | +56.7% | -38.2% | +8.0% |
| 3Y | +70.5% | +87.5% | -17.0% | +45.1% |
| All | +70.5% | +87.2% | -16.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling