+2,489.8%
ICE vs HST
+209.5%
+2,280.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.0% | -2.7% | +4.7% | +3.1% |
| 30D | +12.9% | +10.7% | +2.2% | +8.2% |
| 3M | +15.4% | +6.3% | +9.2% | +12.3% |
| 6M | +13.1% | +19.0% | -5.9% | +4.5% |
| YTD | +7.5% | +47.0% | -39.6% | -9.5% |
| 1Y | +18.3% | +53.4% | -35.1% | -2.3% |
| 3Y | +65.9% | +78.0% | -12.1% | +25.3% |
| 5Y | +35.2% | +71.7% | -36.5% | -1.1% |
| 10Y | +266.7% | +146.2% | +120.6% | +93.0% |
| All | +2,489.8% | +209.5% | +2,280.3% | +903.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling