-83.4%
FRMI vs HDB
-37.1%
-46.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +10.9% | -6.2% | +17.1% | +12.0% |
| 30D | -24.3% | -6.2% | -18.1% | -23.5% |
| 3M | -21.8% | -5.9% | -15.9% | -22.2% |
| 6M | -33.0% | -25.9% | -7.1% | -33.8% |
| YTD | -32.6% | -40.2% | +7.6% | -37.0% |
| All | -83.4% | -37.1% | -46.4% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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