-93.2%
FRMI vs USHY
+1.9%
-95.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.2% | -15.8% |
| 7D | -39.7% | -0.2% | -39.5% | -38.4% |
| 30D | -55.2% | +0.7% | -55.8% | -57.0% |
| 3M | -71.2% | -2.2% | -68.9% | -65.0% |
| 6M | -64.1% | -0.9% | -63.3% | -60.1% |
| YTD | -77.2% | +0.2% | -77.4% | -76.0% |
| 1Y | -93.2% | +1.7% | -94.9% | -93.9% |
| All | -93.2% | +1.9% | -95.0% | -93.9% |
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