+201.1%
FROG vs ALHC
+136.3%
+64.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | -0.6% | -10.7% | -11.3% |
| 30D | +3.6% | -1.0% | +4.7% | +3.7% |
| 3M | +1.7% | -10.2% | +11.8% | +2.4% |
| 6M | +123.5% | -28.3% | +151.8% | +126.3% |
| YTD | +40.2% | -31.4% | +71.7% | +42.1% |
| 1Y | +81.0% | -16.9% | +97.9% | +81.1% |
| All | +201.1% | +136.3% | +64.8% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling