+3.2%
HLT vs FRMI
-33.2%
+36.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | -1.6% | +7.4% | -9.0% | -1.8% |
| 30D | -5.0% | -27.6% | +22.6% | -4.3% |
| 3M | -10.4% | -20.9% | +10.5% | -10.3% |
| 6M | +3.2% | -36.6% | +39.8% | +5.7% |
| All | +3.2% | -33.2% | +36.4% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling