-93.2%
FRMI vs HUBB
-4.0%
-89.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.5% | -8.1% | -8.2% |
| 7D | -39.7% | +0.2% | -39.9% | -40.1% |
| 30D | -55.2% | -8.8% | -46.4% | -50.8% |
| 3M | -71.2% | -12.5% | -58.7% | -66.8% |
| 6M | -64.1% | -14.5% | -49.6% | -57.8% |
| YTD | -77.2% | -0.4% | -76.8% | -80.7% |
| 1Y | -93.2% | -3.4% | -89.7% | -93.6% |
| All | -93.2% | -4.0% | -89.2% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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