-93.2%
FRMI vs HIG
+12.7%
-105.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -12.9% | -7.6% |
| 7D | -39.7% | +6.2% | -45.9% | -34.5% |
| 30D | -55.2% | +9.4% | -64.6% | -49.4% |
| 3M | -71.2% | -2.3% | -68.8% | -70.8% |
| 6M | -64.1% | +4.2% | -68.3% | -61.7% |
| YTD | -77.2% | +1.6% | -78.8% | -75.6% |
| 1Y | -93.2% | +9.9% | -103.0% | -92.0% |
| All | -93.2% | +12.7% | -105.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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