-8.4%
ICE vs THC
+33.0%
-41.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.4% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +3.0% | +1.5% | +1.5% | +3.0% |
| 3M | +11.4% | +59.9% | -48.5% | +13.3% |
| 6M | -2.0% | +11.0% | -13.0% | -3.8% |
| YTD | -3.1% | +32.6% | -35.7% | -1.7% |
| 1Y | -8.4% | +37.4% | -45.8% | -8.6% |
| All | -8.4% | +33.0% | -41.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling