+2,316.3%
ICE vs THC
+787.0%
+1,529.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +7.6% | +1.3% | +6.4% | +7.4% |
| 3M | +13.9% | +64.2% | -50.3% | +5.6% |
| 6M | -2.4% | +8.3% | -10.6% | -4.1% |
| YTD | +0.3% | +33.4% | -33.1% | -5.0% |
| 1Y | -6.4% | +37.7% | -44.1% | -12.0% |
| 3Y | +43.1% | +236.8% | -193.7% | +15.1% |
| 5Y | +42.1% | +249.3% | -207.1% | +10.1% |
| 10Y | +220.9% | +995.2% | -774.3% | +76.8% |
| All | +2,316.3% | +787.0% | +1,529.2% | +841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling