+46.1%
ICE vs HST
+68.9%
-22.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | -1.0% | +0.4% | -0.5% |
| 30D | +7.6% | -12.3% | +19.9% | +10.0% |
| 3M | +13.9% | -6.4% | +20.3% | +15.0% |
| 6M | -2.4% | +15.0% | -17.4% | -5.4% |
| YTD | +0.3% | +30.5% | -30.2% | -5.7% |
| 1Y | -6.4% | +35.7% | -42.1% | -12.8% |
| All | +46.1% | +68.9% | -22.8% | +26.9% |
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