-56.5%
FRMI vs HDB
+8.6%
-65.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.6% |
| 7D | +66.2% | +2.7% | +63.5% | +65.1% |
| 30D | -17.4% | +14.1% | -31.5% | -20.5% |
| 3M | -60.5% | +11.8% | -72.3% | -61.4% |
| 6M | -56.5% | +8.2% | -64.7% | -62.0% |
| All | -56.5% | +8.6% | -65.1% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling