-9.1%
HD vs FRMI
-93.9%
+84.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.7% |
| 7D | +5.2% | -24.3% | +29.5% | +5.2% |
| 30D | +20.7% | -55.1% | +75.8% | +21.0% |
| 3M | +0.8% | -73.8% | +74.6% | +1.3% |
| 6M | +12.2% | -70.6% | +82.8% | +12.6% |
| YTD | +4.2% | -80.8% | +85.0% | +4.8% |
| 1Y | -2.6% | -93.9% | +91.4% | -3.0% |
| All | -9.1% | -93.9% | +84.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling