+27.2%
HPQ vs FRMI
-79.6%
+106.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.2% |
| 7D | +6.9% | +2.4% | +4.5% | +6.9% |
| 30D | +14.4% | -17.3% | +31.7% | +14.3% |
| 3M | +25.6% | -17.2% | +42.8% | +25.0% |
| 6M | +75.0% | -43.4% | +118.4% | +74.6% |
| YTD | +50.7% | -36.0% | +86.7% | +49.4% |
| All | +27.2% | -79.6% | +106.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling