-44.0%
HOOD vs FRMI
-89.6%
+45.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +26.7% | -31.0% | -9.1% |
| 7D | -3.8% | +66.2% | -70.0% | -13.9% |
| 30D | -23.0% | -17.4% | -5.6% | -21.6% |
| 3M | -21.6% | -60.5% | +38.8% | -8.7% |
| 6M | +1.4% | -56.5% | +57.9% | +11.8% |
| YTD | -31.2% | -67.4% | +36.2% | -22.2% |
| 1Y | -35.9% | -85.1% | +49.2% | -20.8% |
| All | -44.0% | -89.6% | +45.6% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling