-94.4%
FRMI vs HAS
+68.8%
-163.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.8% | +15.7% | +17.1% |
| 7D | -0.5% | +2.0% | -2.6% | -0.9% |
| 30D | -44.3% | +30.9% | -75.2% | -47.8% |
| 3M | -74.6% | +28.8% | -103.3% | -76.1% |
| 6M | -66.3% | +32.3% | -98.6% | -68.6% |
| YTD | -77.4% | +54.7% | -132.1% | -78.7% |
| 1Y | -91.7% | +63.2% | -155.0% | -91.5% |
| All | -94.4% | +68.8% | -163.2% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling