-83.4%
FRMI vs ALHC
-26.5%
-56.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.2% |
| 7D | +10.9% | -5.8% | +16.7% | +12.0% |
| 30D | -24.3% | -3.3% | -21.0% | -23.9% |
| 3M | -21.8% | -37.9% | +16.2% | -14.9% |
| 6M | -33.0% | -29.5% | -3.5% | -29.6% |
| YTD | -32.6% | -35.4% | +2.8% | -29.2% |
| All | -83.4% | -26.5% | -56.9% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling