+134.9%
ICE vs HUT
+435.6%
-300.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | -0.9% | +18.9% | -19.7% | -1.5% |
| 30D | +4.0% | +12.0% | -8.0% | +3.4% |
| 3M | +11.0% | -14.9% | +25.8% | +11.1% |
| 6M | -5.0% | +96.8% | -101.8% | -8.6% |
| YTD | -2.7% | +108.8% | -111.5% | -7.1% |
| 1Y | -8.6% | +227.4% | -236.0% | -15.2% |
| 3Y | +41.4% | +760.3% | -718.9% | +20.0% |
| 5Y | +39.9% | +86.1% | -46.2% | +20.2% |
| All | +134.9% | +435.6% | -300.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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