+162.1%
ICE vs HUT
+218.4%
-56.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.7% |
| 7D | +1.0% | +3.7% | -2.6% | +0.6% |
| 30D | +11.4% | -32.3% | +43.8% | +12.6% |
| 3M | +16.2% | -35.6% | +51.8% | +17.3% |
| 6M | +12.5% | -42.1% | +54.6% | +13.4% |
| YTD | +8.6% | +24.1% | -15.6% | +5.0% |
| 1Y | +18.4% | +27.9% | -9.5% | +13.9% |
| 3Y | +66.4% | +409.1% | -342.7% | +43.5% |
| 5Y | +37.2% | -25.9% | +63.1% | +21.5% |
| All | +162.1% | +218.4% | -56.2% | +78.4% |
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