-84.3%
FRMI vs CHD
+13.8%
-98.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.3% |
| 7D | +2.4% | -2.7% | +5.1% | +0.5% |
| 30D | -17.3% | -4.6% | -12.7% | -19.6% |
| 3M | -17.2% | +5.0% | -22.2% | -13.9% |
| 6M | -43.4% | -3.2% | -40.1% | -46.4% |
| YTD | -36.0% | +18.6% | -54.6% | -22.0% |
| All | -84.3% | +13.8% | -98.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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