-3.5%
HD vs FRMI
-90.8%
+87.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.8% | -14.7% | -0.9% |
| 7D | -0.5% | +34.6% | -35.1% | -0.5% |
| 30D | +18.5% | -44.6% | +63.1% | +18.8% |
| 3M | +2.2% | -72.9% | +75.0% | +2.9% |
| 6M | +13.8% | -62.3% | +76.2% | +14.3% |
| YTD | +3.4% | -74.3% | +77.7% | +4.1% |
| 1Y | -3.5% | -90.5% | +87.0% | -5.4% |
| All | -3.5% | -90.8% | +87.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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