-85.1%
FRMI vs HAS
+58.1%
-143.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.8% | +27.5% | +26.9% |
| 7D | +66.2% | +1.4% | +64.9% | +65.4% |
| 30D | -17.4% | +26.3% | -43.7% | -23.5% |
| 3M | -60.5% | +25.6% | -86.1% | -63.2% |
| 6M | -56.5% | +30.3% | -86.8% | -60.4% |
| YTD | -67.4% | +50.4% | -117.7% | -72.2% |
| 1Y | -85.1% | +57.7% | -142.8% | -87.8% |
| All | -85.1% | +58.1% | -143.2% | -87.8% |
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