-48.8%
HUBS vs FRMI
-78.1%
+29.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.9% |
| 7D | -9.0% | +7.4% | -16.4% | -8.6% |
| 30D | +7.2% | -27.6% | +34.9% | +5.9% |
| 3M | +20.9% | -20.9% | +41.7% | +20.1% |
| 6M | -13.0% | -36.6% | +23.6% | -13.4% |
| YTD | -43.8% | -31.3% | -12.6% | -44.1% |
| All | -48.8% | -78.1% | +29.3% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling