-83.1%
FRMI vs FHN
+10.8%
-93.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +7.4% | -1.9% | +9.3% | +7.7% |
| 30D | -27.6% | -5.4% | -22.2% | -27.1% |
| 3M | -20.9% | -1.4% | -19.5% | -20.8% |
| 6M | -36.6% | +9.9% | -46.5% | -37.5% |
| YTD | -31.3% | +3.9% | -35.1% | -32.2% |
| All | -83.1% | +10.8% | -93.9% | -82.8% |
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