-8.6%
ICE vs HUT
+259.6%
-268.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | -0.9% | +18.9% | -19.7% | -0.6% |
| 30D | +4.0% | +12.0% | -8.0% | +4.1% |
| 3M | +11.0% | -14.9% | +25.8% | +10.9% |
| 6M | -5.0% | +96.8% | -101.8% | -5.4% |
| YTD | -2.7% | +108.8% | -111.5% | -3.7% |
| 1Y | -8.6% | +227.4% | -236.0% | -9.9% |
| All | -8.6% | +259.6% | -268.2% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling