+11.0%
ICE vs HUT
-41.7%
+52.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +1.6% |
| 7D | +1.0% | +3.7% | -2.6% | +1.6% |
| 30D | +11.4% | -32.3% | +43.8% | +9.9% |
| 3M | +16.2% | -35.6% | +51.8% | +14.5% |
| All | +11.0% | -41.7% | +52.8% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling