-19.6%
HD vs FRMI
-78.0%
+58.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -1.0% |
| 7D | -1.8% | +15.9% | -17.7% | -1.9% |
| 30D | -10.8% | -6.0% | -4.9% | -10.9% |
| 3M | -2.7% | -1.6% | -1.1% | -2.8% |
| 6M | -10.3% | -30.7% | +20.4% | -10.3% |
| YTD | -7.8% | -30.9% | +23.1% | -7.8% |
| All | -19.6% | -78.0% | +58.4% | -20.2% |
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