-92.0%
FRMI vs FHN
+7.3%
-99.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.6% |
| 7D | +66.2% | +2.1% | +64.1% | +65.8% |
| 30D | -17.4% | +3.8% | -21.2% | -17.7% |
| 3M | -60.5% | -8.9% | -51.5% | -59.9% |
| 6M | -56.5% | +1.8% | -58.3% | -56.7% |
| YTD | -67.4% | +0.6% | -68.0% | -67.6% |
| 1Y | -85.1% | +12.9% | -98.0% | -84.7% |
| All | -92.0% | +7.3% | -99.3% | -91.8% |
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