+167.4%
FROG vs FHN
+56.9%
+110.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.3% | +35.7% | +35.4% |
| 7D | +7.0% | -1.0% | +8.0% | +7.2% |
| 30D | +2.9% | +0.2% | +2.7% | +2.8% |
| 3M | +21.6% | -9.0% | +30.6% | +23.5% |
| 6M | +87.7% | -6.8% | +94.5% | +89.6% |
| YTD | +61.7% | -1.5% | +63.2% | +61.2% |
| 1Y | +113.7% | +10.9% | +102.7% | +108.4% |
| 3Y | +267.7% | +119.4% | +148.4% | +232.1% |
| All | +167.4% | +56.9% | +110.4% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling