+138.9%
FROG vs ALHC
-61.8%
+200.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.3% |
| 7D | +27.1% | +3.9% | +23.2% | +26.3% |
| 30D | +5.8% | -3.6% | +9.5% | +6.1% |
| 3M | +20.8% | -49.4% | +70.3% | +31.8% |
| 6M | +53.3% | -59.5% | +112.8% | +70.0% |
| YTD | +73.2% | -63.2% | +136.4% | +92.8% |
| 1Y | +80.3% | -55.5% | +135.8% | +93.3% |
| 3Y | +318.3% | +23.0% | +295.3% | +229.4% |
| 5Y | +179.9% | -65.7% | +245.6% | +177.0% |
| All | +138.9% | -61.8% | +200.7% | +140.2% |
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