+142.1%
ICE vs HUT
+422.3%
-280.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.3% |
| 7D | -0.7% | +17.8% | -18.4% | -1.3% |
| 30D | +7.6% | +0.8% | +6.8% | +7.4% |
| 3M | +13.9% | -26.8% | +40.7% | +14.7% |
| 6M | -2.4% | +72.6% | -74.9% | -5.6% |
| YTD | +0.3% | +103.6% | -103.4% | -4.2% |
| 1Y | -6.4% | +265.3% | -271.7% | -13.6% |
| 3Y | +43.1% | +689.4% | -646.3% | +21.9% |
| 5Y | +42.1% | +75.3% | -33.2% | +22.4% |
| All | +142.1% | +422.3% | -280.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling