-83.4%
FRMI vs HRB
-7.7%
-75.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.7% |
| 7D | +10.9% | -12.2% | +23.1% | +7.8% |
| 30D | -24.3% | -3.0% | -21.3% | -24.6% |
| 3M | -21.8% | +21.7% | -43.5% | -15.7% |
| 6M | -33.0% | +52.3% | -85.4% | -25.1% |
| YTD | -32.6% | +6.5% | -39.1% | -40.1% |
| All | -83.4% | -7.7% | -75.8% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling