+239.6%
ICE vs HWM
+1,323.5%
-1,084.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.7% | +8.5% | -0.3% |
| 7D | -1.2% | -9.2% | +8.0% | +0.5% |
| 30D | +5.0% | -17.9% | +22.8% | +8.5% |
| 3M | +13.9% | -6.0% | +19.9% | +14.6% |
| 6M | -4.4% | -7.4% | +2.9% | -3.9% |
| YTD | -1.9% | +13.1% | -15.0% | -5.2% |
| 1Y | -8.1% | +29.3% | -37.4% | -13.6% |
| 3Y | +42.5% | +389.9% | -347.4% | +1.6% |
| 5Y | +40.6% | +655.5% | -614.9% | -8.6% |
| All | +239.6% | +1,323.5% | -1,084.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling