-84.3%
FRMI vs THC
+31.1%
-115.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | -17.3% | +1.3% | -18.6% | -17.4% |
| 3M | -17.2% | +64.2% | -81.4% | -21.7% |
| 6M | -43.4% | +8.3% | -51.6% | -47.4% |
| YTD | -36.0% | +33.4% | -69.4% | -38.6% |
| All | -84.3% | +31.1% | -115.3% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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