-30.7%
FRMI vs CHD
-4.2%
-26.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.6% |
| 7D | +15.9% | -4.2% | +20.1% | +14.3% |
| 30D | -6.0% | -7.6% | +1.6% | -7.8% |
| 3M | -1.6% | -1.6% | 0.0% | -2.7% |
| 6M | -30.7% | -6.3% | -24.4% | -35.9% |
| All | -30.7% | -4.2% | -26.6% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling