-83.1%
FRMI vs XHB
-10.6%
-72.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | +7.4% | -4.6% | +12.1% | +9.7% |
| 30D | -27.6% | -9.1% | -18.5% | -24.4% |
| 3M | -20.9% | -8.6% | -12.3% | -17.4% |
| 6M | -36.6% | -4.0% | -32.6% | -36.3% |
| YTD | -31.3% | -3.9% | -27.3% | -28.5% |
| All | -83.1% | -10.6% | -72.5% | -83.3% |
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