+160.8%
FRHC vs SPY
+81.8%
+79.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -5.7% | +0.5% | -6.3% | -6.4% |
| 30D | +8.8% | -0.9% | +9.7% | +9.7% |
| 3M | +14.1% | +3.9% | +10.2% | +9.2% |
| 6M | +23.2% | +14.5% | +8.7% | +5.9% |
| YTD | +33.2% | +12.9% | +20.2% | +16.4% |
| 1Y | +0.5% | +19.4% | -18.9% | -17.4% |
| 3Y | +77.8% | +78.5% | -0.7% | -5.3% |
| 5Y | +160.8% | +81.8% | +79.0% | +40.2% |
| All | +160.8% | +81.8% | +79.0% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling