-83.4%
FRMI vs HUBB
+7.3%
-90.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -1.9% |
| 7D | +10.9% | -1.7% | +12.6% | +13.1% |
| 30D | -24.3% | -12.7% | -11.6% | -12.2% |
| 3M | -21.8% | -2.9% | -18.8% | -18.7% |
| 6M | -33.0% | -4.8% | -28.3% | -35.9% |
| YTD | -32.6% | +2.8% | -35.4% | -42.2% |
| All | -83.4% | +7.3% | -90.7% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling