-84.3%
FRMI vs XHB
-6.3%
-78.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.4% | +4.9% |
| 7D | +2.4% | -1.3% | +3.7% | +3.1% |
| 30D | -17.3% | -6.9% | -10.4% | -14.4% |
| 3M | -17.2% | -1.3% | -15.9% | -16.7% |
| 6M | -43.4% | -6.8% | -36.6% | -43.4% |
| YTD | -36.0% | +0.7% | -36.7% | -34.8% |
| All | -84.3% | -6.3% | -78.0% | -84.8% |
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