-93.2%
FRMI vs XHB
+5.8%
-99.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.4% | -16.0% | -13.1% |
| 7D | -39.7% | +9.7% | -49.5% | -43.1% |
| 30D | -55.2% | +11.7% | -66.8% | -58.2% |
| 3M | -71.2% | -1.4% | -69.8% | -71.0% |
| 6M | -64.1% | +6.8% | -70.9% | -65.8% |
| YTD | -77.2% | +5.5% | -82.7% | -78.1% |
| 1Y | -93.2% | +5.1% | -98.3% | -93.5% |
| All | -93.2% | +5.8% | -99.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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