-83.1%
FRMI vs HIG
+4.7%
-87.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +1.7% |
| 7D | +7.4% | -1.5% | +8.9% | +5.8% |
| 30D | -27.6% | -0.4% | -27.3% | -27.5% |
| 3M | -20.9% | +6.7% | -27.5% | -15.3% |
| 6M | -36.6% | +2.0% | -38.6% | -34.4% |
| YTD | -31.3% | +0.3% | -31.5% | -29.4% |
| All | -83.1% | +4.7% | -87.8% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling