-85.1%
FRMI vs THC
+43.7%
-128.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.3% | +27.0% | +26.7% |
| 7D | +66.2% | +1.0% | +65.3% | +65.9% |
| 30D | -17.4% | +5.3% | -22.7% | -17.9% |
| 3M | -60.5% | +7.1% | -67.6% | -60.9% |
| 6M | -56.5% | +46.0% | -102.5% | -60.0% |
| YTD | -67.4% | +43.9% | -111.3% | -70.2% |
| 1Y | -85.1% | +45.4% | -130.5% | -86.4% |
| All | -85.1% | +43.7% | -128.8% | -86.4% |
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