-94.9%
FRMI vs HAS
+64.6%
-159.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | -24.7% | +2.2% | -26.9% | -25.0% |
| 30D | -51.6% | +29.6% | -81.2% | -54.6% |
| 3M | -73.1% | +30.3% | -103.4% | -74.8% |
| 6M | -68.3% | +25.6% | -93.9% | -69.8% |
| YTD | -79.3% | +50.8% | -130.1% | -80.4% |
| 1Y | -93.2% | +63.0% | -156.2% | -92.8% |
| All | -94.9% | +64.6% | -159.5% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling