-83.0%
FRMI vs ALHC
-25.0%
-58.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.6% |
| 7D | +15.9% | -4.1% | +20.1% | +16.7% |
| 30D | -6.0% | -5.4% | -0.5% | -5.3% |
| 3M | -1.6% | -32.1% | +30.5% | +6.4% |
| 6M | -30.7% | -28.5% | -2.2% | -27.3% |
| YTD | -30.9% | -34.0% | +3.2% | -27.6% |
| All | -83.0% | -25.0% | -58.0% | -82.1% |
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