-94.4%
FRMI vs ALHC
-55.7%
-38.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.3% | +17.3% | +17.5% |
| 7D | -0.5% | -5.5% | +5.0% | +0.5% |
| 30D | -44.3% | -4.9% | -39.4% | -43.7% |
| 3M | -74.6% | -41.7% | -32.8% | -72.4% |
| 6M | -66.3% | -55.2% | -11.1% | -60.7% |
| YTD | -77.4% | -61.1% | -16.3% | -74.4% |
| 1Y | -91.7% | -53.3% | -38.4% | -90.8% |
| All | -94.4% | -55.7% | -38.7% | -93.7% |
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