+217.1%
ICE vs THC
+952.2%
-735.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | +5.0% | -1.2% | +6.1% | +5.1% |
| 3M | +13.9% | +58.9% | -45.0% | +8.9% |
| 6M | -4.4% | +9.3% | -13.7% | -5.6% |
| YTD | -1.9% | +30.4% | -32.3% | -5.0% |
| 1Y | -8.1% | +34.6% | -42.7% | -11.4% |
| 3Y | +42.5% | +246.7% | -204.2% | +23.8% |
| 5Y | +40.6% | +244.5% | -203.9% | +19.8% |
| 10Y | +217.1% | +950.1% | -733.0% | +134.3% |
| All | +217.1% | +952.2% | -735.1% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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