+68.2%
FROG vs FHN
+11.9%
+56.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +7.0% |
| 7D | +27.1% | -0.5% | +27.6% | +27.2% |
| 30D | +5.8% | +1.9% | +3.9% | +5.8% |
| 3M | +20.8% | -6.9% | +27.8% | +21.9% |
| 6M | +53.3% | -3.1% | +56.4% | +53.6% |
| YTD | +73.2% | +0.6% | +72.6% | +67.7% |
| All | +68.2% | +11.9% | +56.3% | +52.6% |
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