+67.0%
FROG vs FHN
+200.9%
-133.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.9% |
| 7D | +27.1% | -0.5% | +27.6% | +27.2% |
| 30D | +5.8% | +1.9% | +3.9% | +5.6% |
| 3M | +20.8% | -6.9% | +27.8% | +21.9% |
| 6M | +53.3% | -3.1% | +56.4% | +53.7% |
| YTD | +73.2% | +0.6% | +72.6% | +72.4% |
| 1Y | +80.3% | +12.4% | +67.9% | +76.8% |
| 3Y | +318.3% | +133.7% | +184.6% | +290.8% |
| 5Y | +179.9% | +61.4% | +118.5% | +168.3% |
| All | +67.0% | +200.9% | -133.9% | +71.9% |
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