-82.4%
FRMI vs HRB
-5.6%
-76.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -6.5% | +18.0% | +9.9% |
| 7D | +23.3% | -9.1% | +32.4% | +20.9% |
| 30D | -7.6% | +0.3% | -7.9% | -7.2% |
| 3M | +0.2% | +23.4% | -23.2% | +8.4% |
| 6M | -28.7% | +45.1% | -73.8% | -19.8% |
| YTD | -28.6% | +8.9% | -37.5% | -36.2% |
| All | -82.4% | -5.6% | -76.9% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling