-56.5%
FRMI vs FHN
+0.4%
-56.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.5% |
| 7D | +66.2% | +2.1% | +64.1% | +64.8% |
| 30D | -17.4% | +3.8% | -21.2% | -18.3% |
| 3M | -60.5% | -8.9% | -51.5% | -57.9% |
| 6M | -56.5% | +1.8% | -58.3% | -62.3% |
| All | -56.5% | +0.4% | -56.9% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling