+57.6%
HUT vs FRMI
-89.6%
+147.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +26.7% | -33.8% | -17.4% |
| 7D | +9.3% | +66.2% | -56.9% | -13.9% |
| 30D | -23.1% | -17.4% | -5.7% | -19.5% |
| 3M | -30.6% | -60.5% | +29.9% | -3.2% |
| 6M | -46.9% | -56.5% | +9.6% | -33.1% |
| YTD | +25.3% | -67.4% | +92.7% | +67.4% |
| 1Y | +59.8% | -85.1% | +144.9% | +185.6% |
| All | +57.6% | -89.6% | +147.2% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling