+272.0%
ICE vs HWM
+1,166.3%
-894.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +2.0% | +3.4% | -1.4% | +1.3% |
| 30D | +12.9% | -7.5% | +20.4% | +14.1% |
| 3M | +15.4% | -28.9% | +44.3% | +21.9% |
| 6M | +13.1% | -19.6% | +32.7% | +16.5% |
| YTD | +7.5% | +0.6% | +6.9% | +5.7% |
| 1Y | +18.3% | +0.3% | +18.0% | +16.3% |
| 3Y | +65.9% | +326.1% | -260.2% | +21.0% |
| 5Y | +35.2% | +525.2% | -490.0% | -9.3% |
| 10Y | +266.7% | +1,492.9% | -1,226.1% | +104.6% |
| All | +272.0% | +1,166.3% | -894.2% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling