-82.4%
FRMI vs XHB
-8.5%
-73.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.4% | +13.9% | +12.6% |
| 7D | +23.3% | +0.2% | +23.1% | +23.0% |
| 30D | -7.6% | -9.1% | +1.5% | -3.4% |
| 3M | +0.2% | -2.3% | +2.5% | +0.9% |
| 6M | -28.7% | -4.1% | -24.6% | -28.9% |
| YTD | -28.6% | -1.7% | -26.9% | -26.6% |
| All | -82.4% | -8.5% | -73.9% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling