-83.1%
FRMI vs HRB
-7.2%
-75.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.2% |
| 7D | +7.4% | -8.0% | +15.5% | +5.4% |
| 30D | -27.6% | -16.0% | -11.7% | -30.4% |
| 3M | -20.9% | +26.9% | -47.7% | -14.0% |
| 6M | -36.6% | +51.1% | -87.7% | -28.9% |
| YTD | -31.3% | +7.1% | -38.3% | -38.8% |
| All | -83.1% | -7.2% | -75.9% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling