+247.1%
ICE vs HWM
+1,494.1%
-1,247.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | +7.6% | -11.0% | +18.6% | +9.7% |
| 3M | +13.9% | +4.0% | +9.9% | +12.7% |
| 6M | -2.4% | -0.2% | -2.1% | -3.0% |
| YTD | +0.3% | +26.7% | -26.4% | -4.9% |
| 1Y | -6.4% | +44.7% | -51.1% | -13.7% |
| 3Y | +43.1% | +426.1% | -383.0% | +1.0% |
| 5Y | +42.1% | +738.5% | -696.4% | -9.3% |
| All | +247.1% | +1,494.1% | -1,247.0% | +85.3% |
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