-93.2%
FRMI vs FHN
+14.6%
-107.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.7% | -12.2% | -10.9% |
| 7D | -39.7% | +2.3% | -42.0% | -40.0% |
| 30D | -55.2% | +1.6% | -56.8% | -55.3% |
| 3M | -71.2% | -8.4% | -62.8% | -70.4% |
| 6M | -64.1% | -2.3% | -61.8% | -64.2% |
| YTD | -77.2% | +1.5% | -78.7% | -78.0% |
| 1Y | -93.2% | +15.0% | -108.2% | -93.6% |
| All | -93.2% | +14.6% | -107.7% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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