+169.9%
HUT vs FRMI
-78.1%
+248.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +8.0% |
| 7D | +5.4% | +7.4% | -2.0% | +2.5% |
| 30D | +8.6% | -27.6% | +36.3% | +23.0% |
| 3M | -15.2% | -20.9% | +5.6% | -10.2% |
| 6M | +92.9% | -36.6% | +129.5% | +111.6% |
| YTD | +114.6% | -31.3% | +145.9% | +120.5% |
| All | +169.9% | -78.1% | +248.0% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling