-83.0%
FRMI vs FHN
+11.3%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +15.9% | 0.0% | +15.9% | +15.9% |
| 30D | -6.0% | -2.6% | -3.4% | -5.6% |
| 3M | -1.6% | 0.0% | -1.6% | -1.8% |
| 6M | -30.7% | +9.2% | -39.9% | -31.7% |
| YTD | -30.9% | +4.3% | -35.2% | -31.8% |
| All | -83.0% | +11.3% | -94.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling