+40.9%
ICE vs HST
+82.3%
-41.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +3.6% | +3.6% | 0.0% | +2.8% |
| 30D | +15.1% | +11.2% | +3.9% | +12.3% |
| 3M | +15.4% | +13.1% | +2.3% | +12.1% |
| 6M | +16.1% | +23.9% | -7.8% | +10.2% |
| YTD | +11.4% | +52.3% | -40.9% | +0.2% |
| 1Y | +18.5% | +56.7% | -38.2% | +5.8% |
| 3Y | +70.5% | +87.5% | -17.0% | +43.3% |
| All | +40.9% | +82.3% | -41.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling