-82.4%
FRMI vs CHD
+11.5%
-93.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.0% | +13.6% | +10.0% |
| 7D | +23.3% | -2.9% | +26.2% | +21.0% |
| 30D | -7.6% | -6.2% | -1.4% | -11.2% |
| 3M | +0.2% | +1.6% | -1.4% | +2.0% |
| 6M | -28.7% | -3.5% | -25.2% | -32.0% |
| YTD | -28.6% | +16.2% | -44.8% | -14.2% |
| All | -82.4% | +11.5% | -93.9% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling