+1,850.3%
FRHC vs SPY
+220.8%
+1,629.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -12.8% | +2.6% | -15.4% | -14.8% |
| 30D | -11.4% | -2.0% | -9.4% | -10.0% |
| 3M | +6.4% | -2.8% | +9.2% | +8.9% |
| 6M | +10.0% | +2.1% | +7.8% | +7.7% |
| YTD | +28.2% | +11.5% | +16.7% | +16.2% |
| 1Y | +13.4% | +13.5% | 0.0% | +1.2% |
| 3Y | +98.1% | +77.7% | +20.4% | +21.2% |
| 5Y | +123.0% | +72.6% | +50.4% | +39.7% |
| All | +1,850.3% | +220.8% | +1,629.4% | +650.6% |
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