+33.9%
FROG vs FHN
+213.3%
-179.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -5.5% | +2.7% | -8.2% | -5.8% |
| 30D | -3.1% | -3.1% | 0.0% | -2.7% |
| 3M | +1.2% | +2.3% | -1.1% | +0.8% |
| 6M | +113.7% | +9.7% | +103.9% | +110.7% |
| YTD | +38.9% | +4.7% | +34.1% | +37.5% |
| 1Y | +72.0% | +13.8% | +58.2% | +68.4% |
| 3Y | +217.1% | +131.6% | +85.5% | +194.7% |
| 5Y | +130.6% | +91.1% | +39.5% | +122.5% |
| All | +33.9% | +213.3% | -179.4% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling