+128.6%
FROG vs ALHC
-59.7%
+188.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -5.0% |
| 7D | +17.0% | +3.8% | +13.2% | +16.2% |
| 30D | +1.3% | +1.7% | -0.4% | +0.8% |
| 3M | +17.5% | -44.3% | +61.8% | +26.3% |
| 6M | +46.8% | -57.2% | +104.0% | +61.4% |
| YTD | +65.8% | -61.2% | +127.0% | +83.1% |
| 1Y | +61.0% | -53.2% | +114.2% | +71.3% |
| 3Y | +296.7% | +27.8% | +268.9% | +211.2% |
| 5Y | +177.8% | -65.4% | +243.2% | +175.5% |
| All | +128.6% | -59.7% | +188.4% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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