-82.4%
FRMI vs ALHC
-22.5%
-59.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.6% | +12.1% | +11.6% |
| 7D | +23.3% | -1.0% | +24.3% | +23.5% |
| 30D | -7.6% | -6.3% | -1.3% | -6.7% |
| 3M | +0.2% | -12.3% | +12.5% | +8.6% |
| 6M | -28.7% | -27.0% | -1.7% | -25.4% |
| YTD | -28.6% | -31.8% | +3.2% | -25.7% |
| All | -82.4% | -22.5% | -59.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling