-82.4%
FRMI vs FHN
+11.7%
-94.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.1% | +12.6% | +11.7% |
| 7D | +23.3% | +2.7% | +20.7% | +22.8% |
| 30D | -7.6% | -3.1% | -4.5% | -7.2% |
| 3M | +0.2% | +2.3% | -2.2% | -0.5% |
| 6M | -28.7% | +9.7% | -38.5% | -29.8% |
| YTD | -28.6% | +4.7% | -33.4% | -29.7% |
| All | -82.4% | +11.7% | -94.1% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling