-93.7%
FRMI vs HAS
+65.3%
-159.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.0% | +15.9% | +14.3% |
| 7D | +34.6% | +1.6% | +33.0% | +34.1% |
| 30D | -44.6% | +26.6% | -71.2% | -47.8% |
| 3M | -72.9% | +29.0% | -101.9% | -74.5% |
| 6M | -62.3% | +30.6% | -92.9% | -64.9% |
| YTD | -74.3% | +51.5% | -125.8% | -75.7% |
| 1Y | -90.5% | +58.5% | -149.0% | -90.3% |
| All | -93.7% | +65.3% | -159.0% | -93.1% |
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 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