-55.9%
HUBS vs FRMI
-94.4%
+38.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -15.9% | +10.5% | -6.0% |
| 7D | -14.4% | -46.5% | +32.1% | -16.9% |
| 30D | -5.6% | -63.8% | +58.2% | -9.8% |
| 3M | -18.1% | -75.3% | +57.2% | -23.1% |
| 6M | -16.7% | -69.0% | +52.3% | -22.8% |
| YTD | -48.9% | -80.9% | +31.9% | -52.4% |
| 1Y | -55.9% | -94.2% | +38.3% | -58.8% |
| All | -55.9% | -94.4% | +38.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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