-83.1%
FRMI vs CHD
+8.7%
-91.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.2% |
| 7D | +7.4% | -4.5% | +11.9% | +4.1% |
| 30D | -27.6% | -6.7% | -20.9% | -30.9% |
| 3M | -20.9% | -2.7% | -18.1% | -21.6% |
| 6M | -36.6% | -4.9% | -31.7% | -40.0% |
| YTD | -31.3% | +13.3% | -44.6% | -18.8% |
| All | -83.1% | +8.7% | -91.8% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling