+1,930.4%
FRHC vs SPY
+223.4%
+1,706.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | -3.9% | -0.4% | -3.5% | -3.6% |
| 30D | +8.3% | -1.4% | +9.7% | +9.5% |
| 3M | +14.5% | +3.7% | +10.8% | +10.7% |
| 6M | +22.9% | +13.0% | +9.9% | +10.1% |
| YTD | +33.5% | +12.4% | +21.1% | +20.3% |
| 1Y | -2.6% | +18.5% | -21.2% | -16.3% |
| 3Y | +78.2% | +77.6% | +0.6% | +9.2% |
| 5Y | +162.0% | +81.7% | +80.3% | +58.3% |
| All | +1,930.4% | +223.4% | +1,706.9% | +677.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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