-83.4%
FRMI vs USHY
+3.0%
-86.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | +0.7% |
| 7D | +10.9% | -0.7% | +11.6% | +16.5% |
| 30D | -24.3% | -0.5% | -23.8% | -21.3% |
| 3M | -21.8% | +0.5% | -22.3% | -23.6% |
| 6M | -33.0% | +1.5% | -34.5% | -37.0% |
| YTD | -32.6% | +1.7% | -34.4% | -36.0% |
| All | -83.4% | +3.0% | -86.4% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling