+40.6%
ICE vs HUT
+102.6%
-62.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.5% | -2.4% |
| 7D | -1.2% | +28.3% | -29.4% | -2.2% |
| 30D | +5.0% | +12.3% | -7.3% | +4.3% |
| 3M | +13.9% | -16.8% | +30.7% | +14.1% |
| 6M | -4.4% | +111.4% | -115.8% | -9.1% |
| YTD | -1.9% | +116.6% | -118.5% | -7.4% |
| 1Y | -8.1% | +290.5% | -298.6% | -17.0% |
| 3Y | +42.5% | +792.3% | -749.8% | +14.2% |
| 5Y | +40.6% | +94.1% | -53.5% | +15.3% |
| All | +40.6% | +102.6% | -62.0% | +15.3% |
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