+345.6%
ICE vs HUBS
+578.5%
-232.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | 0.0% |
| 7D | -5.3% | -12.4% | +7.0% | -3.4% |
| 30D | +3.0% | +1.4% | +1.6% | +2.5% |
| 3M | +11.4% | +16.0% | -4.5% | +7.5% |
| 6M | -2.0% | -17.0% | +14.9% | -1.7% |
| YTD | -3.1% | -44.3% | +41.2% | +2.9% |
| 1Y | -8.4% | -54.3% | +45.9% | 0.0% |
| 3Y | +40.7% | -58.4% | +99.1% | +51.7% |
| 5Y | +40.0% | -66.7% | +106.6% | +47.8% |
| 10Y | +213.5% | +315.9% | -102.4% | +114.0% |
| All | +345.6% | +578.5% | -232.9% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling