+39.7%
HPQ vs FRMI
-78.1%
+117.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.4% |
| 7D | +9.8% | +7.4% | +2.3% | +9.8% |
| 30D | +22.4% | -27.6% | +50.0% | +22.3% |
| 3M | +45.2% | -20.9% | +66.0% | +44.9% |
| 6M | +96.4% | -36.6% | +133.0% | +95.9% |
| YTD | +65.4% | -31.3% | +96.6% | +64.1% |
| All | +39.7% | -78.1% | +117.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling