+85.4%
FROG vs FHN
+14.6%
+70.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -14.1% | +2.3% | -16.3% | -14.2% |
| 30D | -11.8% | +1.6% | -13.4% | -11.9% |
| 3M | +0.1% | -8.4% | +8.5% | +1.6% |
| 6M | +64.2% | -2.3% | +66.5% | +64.3% |
| YTD | +38.2% | +1.5% | +36.8% | +33.4% |
| 1Y | +85.4% | +15.0% | +70.4% | +58.8% |
| All | +85.4% | +14.6% | +70.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling