-93.2%
FRMI vs ALHC
-51.4%
-41.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +10.1% | -20.7% | -12.1% |
| 7D | -39.7% | -0.5% | -39.2% | -39.7% |
| 30D | -55.2% | -4.2% | -50.9% | -54.9% |
| 3M | -71.2% | -39.8% | -31.4% | -69.1% |
| 6M | -64.1% | -57.7% | -6.4% | -58.6% |
| YTD | -77.2% | -58.8% | -18.5% | -74.7% |
| 1Y | -93.2% | -52.4% | -40.8% | -92.2% |
| All | -93.2% | -51.4% | -41.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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