-84.3%
FRMI vs USHY
+3.7%
-88.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.5% |
| 7D | +2.4% | -0.1% | +2.5% | +3.4% |
| 30D | -17.3% | +0.1% | -17.4% | -17.5% |
| 3M | -17.2% | +0.8% | -18.0% | -20.9% |
| 6M | -43.4% | +1.7% | -45.1% | -47.4% |
| YTD | -36.0% | +2.5% | -38.5% | -42.0% |
| All | -84.3% | +3.7% | -88.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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