+1,956.7%
FRHC vs SPY
+226.7%
+1,730.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | +10.1% | +0.1% | +10.0% | +9.9% |
| 3M | +3.3% | +2.0% | +1.3% | +1.5% |
| 6M | +25.8% | +13.0% | +12.8% | +12.7% |
| YTD | +35.2% | +13.5% | +21.7% | +20.8% |
| 1Y | -4.5% | +20.0% | -24.5% | -18.8% |
| 3Y | +63.6% | +77.2% | -13.6% | +0.4% |
| 5Y | +159.3% | +81.9% | +77.4% | +56.3% |
| All | +1,956.7% | +226.7% | +1,730.0% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling