+168.9%
ICE vs HUT
+221.4%
-52.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.6% |
| 7D | +3.6% | +9.3% | -5.7% | +3.3% |
| 30D | +15.1% | -23.1% | +38.2% | +15.7% |
| 3M | +15.4% | -30.6% | +46.0% | +16.1% |
| 6M | +16.1% | -46.9% | +63.0% | +17.4% |
| YTD | +11.4% | +25.3% | -14.0% | +7.7% |
| 1Y | +18.5% | +59.8% | -41.4% | +13.0% |
| 3Y | +70.5% | +467.2% | -396.7% | +46.3% |
| 5Y | +40.9% | -24.6% | +65.6% | +24.8% |
| All | +168.9% | +221.4% | -52.6% | +82.9% |
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