-42.2%
HUT vs FRMI
-60.8%
+18.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.8% | -12.3% | -3.7% |
| 7D | +34.9% | +34.6% | +0.2% | +19.6% |
| 30D | -25.9% | -44.6% | +18.7% | -9.7% |
| 3M | -31.7% | -72.9% | +41.2% | +3.3% |
| 6M | -42.2% | -62.3% | +20.1% | -15.9% |
| All | -42.2% | -60.8% | +18.5% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling