+166.8%
ICE vs USHY
+50.4%
+116.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -0.1% | -0.7% | -0.7% |
| 30D | +4.0% | 0.0% | +4.0% | +4.0% |
| 3M | +11.0% | +0.8% | +10.1% | +9.6% |
| 6M | -5.0% | +1.9% | -6.9% | -7.5% |
| YTD | -2.7% | +2.3% | -4.9% | -5.8% |
| 1Y | -8.6% | +4.1% | -12.8% | -13.8% |
| 3Y | +41.4% | +27.8% | +13.6% | +0.1% |
| 5Y | +39.9% | +21.5% | +18.4% | +7.7% |
| All | +166.8% | +50.4% | +116.4% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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