+61.5%
HL vs FRMI
-78.1%
+139.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -4.4% | +7.4% | -11.8% | -5.8% |
| 30D | +9.3% | -27.6% | +36.9% | +15.4% |
| 3M | +32.0% | -20.9% | +52.8% | +34.6% |
| 6M | -6.4% | -36.6% | +30.2% | -2.7% |
| YTD | +3.1% | -31.3% | +34.4% | +5.1% |
| All | +61.5% | -78.1% | +139.6% | +91.9% |
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