-93.2%
FRMI vs HRB
+16.9%
-110.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.4% | -14.9% | -9.2% |
| 7D | -39.7% | +16.0% | -55.8% | -36.8% |
| 30D | -55.2% | +32.1% | -87.2% | -51.2% |
| 3M | -71.2% | +21.5% | -92.7% | -69.1% |
| 6M | -64.1% | +82.1% | -146.2% | -57.4% |
| YTD | -77.2% | +31.6% | -108.9% | -78.0% |
| 1Y | -93.2% | +15.9% | -109.1% | -93.3% |
| All | -93.2% | +16.9% | -110.1% | -93.3% |
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