+70.7%
FROG vs FHN
+199.4%
-128.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +48.2% | +1.3% | +47.0% | +48.0% |
| 30D | +11.4% | +2.8% | +8.6% | +11.0% |
| 3M | +28.5% | -8.9% | +37.5% | +30.1% |
| 6M | +63.7% | -0.7% | +64.4% | +63.6% |
| YTD | +77.1% | +0.1% | +77.0% | +76.4% |
| 1Y | +79.3% | +10.4% | +68.9% | +76.3% |
| 3Y | +323.8% | +128.8% | +194.9% | +296.3% |
| 5Y | +198.9% | +61.5% | +137.5% | +186.8% |
| All | +70.7% | +199.4% | -128.7% | +75.9% |
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