+41.7%
ICE vs HUBS
-66.4%
+108.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -9.0% | +6.6% | -1.1% |
| 30D | +4.0% | +7.2% | -3.2% | +2.8% |
| 3M | +13.7% | +20.9% | -7.2% | +9.5% |
| 6M | +0.9% | -13.0% | +14.0% | +0.6% |
| YTD | -2.1% | -43.8% | +41.7% | +3.4% |
| 1Y | -9.5% | -54.6% | +45.1% | -1.8% |
| 3Y | +42.1% | -58.5% | +100.5% | +51.9% |
| All | +41.7% | -66.4% | +108.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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