+122.3%
FRHC vs VOO
+72.6%
+49.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -12.8% | +2.6% | -15.3% | -15.2% |
| 30D | -11.4% | -2.0% | -9.4% | -9.7% |
| 3M | +6.4% | -2.8% | +9.2% | +9.4% |
| 6M | +10.0% | +2.2% | +7.8% | +7.0% |
| YTD | +28.2% | +11.5% | +16.7% | +13.2% |
| 1Y | +13.4% | +13.5% | -0.1% | -1.8% |
| 3Y | +98.1% | +78.1% | +20.0% | +5.3% |
| All | +122.3% | +72.6% | +49.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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