-91.7%
FRMI vs HAS
+63.1%
-154.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.8% | +15.7% | +16.9% |
| 7D | -0.5% | +2.0% | -2.6% | -1.0% |
| 30D | -44.3% | +30.9% | -75.2% | -49.0% |
| 3M | -74.6% | +28.8% | -103.3% | -76.5% |
| 6M | -66.3% | +32.3% | -98.6% | -69.3% |
| YTD | -77.4% | +54.7% | -132.1% | -81.3% |
| 1Y | -91.7% | +63.2% | -155.0% | -92.3% |
| All | -91.7% | +63.1% | -154.9% | -92.3% |
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