+198.9%
FROG vs ALHC
-65.9%
+264.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +48.2% | -0.8% | +49.0% | +48.1% |
| 30D | +11.4% | -9.6% | +21.0% | +12.7% |
| 3M | +28.5% | -44.5% | +73.1% | +37.7% |
| 6M | +63.7% | -59.2% | +122.9% | +80.8% |
| YTD | +77.1% | -62.0% | +139.1% | +95.3% |
| 1Y | +79.3% | -54.8% | +134.2% | +91.2% |
| 3Y | +323.8% | +25.0% | +298.8% | +231.6% |
| 5Y | +198.9% | -65.3% | +264.2% | +233.7% |
| All | +198.9% | -65.9% | +264.8% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling