+35.5%
ICE vs HUT
-31.8%
+67.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.6% | -15.6% | -1.5% |
| 7D | +2.0% | -11.4% | +13.4% | +2.2% |
| 30D | +12.9% | -41.0% | +53.9% | +14.7% |
| 3M | +15.4% | -41.9% | +57.3% | +17.0% |
| 6M | +13.1% | -51.7% | +64.8% | +14.9% |
| YTD | +7.5% | +14.6% | -7.1% | +3.4% |
| 1Y | +18.3% | +21.4% | -3.1% | +12.9% |
| 3Y | +65.9% | +359.8% | -293.9% | +35.9% |
| All | +35.5% | -31.8% | +67.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling