-93.2%
FRMI vs HAS
+66.3%
-159.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.1% | -13.6% | -11.4% |
| 7D | -39.7% | +2.4% | -42.2% | -40.2% |
| 30D | -55.2% | +31.6% | -86.8% | -59.2% |
| 3M | -71.2% | +33.9% | -105.0% | -73.9% |
| 6M | -64.1% | +31.4% | -95.5% | -67.6% |
| YTD | -77.2% | +51.6% | -128.9% | -81.5% |
| 1Y | -93.2% | +65.2% | -158.3% | -94.1% |
| All | -93.2% | +66.3% | -159.5% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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