-84.3%
FRMI vs FHN
+12.9%
-97.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | -17.3% | -4.7% | -12.6% | -16.8% |
| 3M | -17.2% | +3.5% | -20.7% | -17.8% |
| 6M | -43.4% | +7.8% | -51.2% | -44.3% |
| YTD | -36.0% | +5.9% | -41.9% | -37.0% |
| All | -84.3% | +12.9% | -97.2% | -84.1% |
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