-84.3%
FRMI vs HRB
+0.9%
-85.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.3% | +4.5% |
| 7D | +2.4% | -5.7% | +8.1% | +1.2% |
| 30D | -17.3% | +7.9% | -25.2% | -15.5% |
| 3M | -17.2% | +32.1% | -49.3% | -9.0% |
| 6M | -43.4% | +62.2% | -105.6% | -35.4% |
| YTD | -36.0% | +16.4% | -52.4% | -41.9% |
| All | -84.3% | +0.9% | -85.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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