-84.3%
FRMI vs HUBB
+9.3%
-93.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.2% |
| 7D | +2.4% | +0.5% | +1.9% | +1.9% |
| 30D | -17.3% | -10.0% | -7.3% | -6.9% |
| 3M | -17.2% | -4.8% | -12.4% | -13.2% |
| 6M | -43.4% | -5.6% | -37.8% | -44.5% |
| YTD | -36.0% | +4.7% | -40.7% | -46.3% |
| All | -84.3% | +9.3% | -93.5% | -86.2% |
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