+125.3%
FROG vs FHN
+86.2%
+39.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.3% | +1.2% | -12.5% | -11.5% |
| 30D | +3.6% | -4.7% | +8.3% | +4.5% |
| 3M | +1.7% | +3.5% | -1.9% | +0.8% |
| 6M | +123.5% | +7.8% | +115.7% | +119.8% |
| YTD | +40.2% | +5.9% | +34.4% | +38.0% |
| 1Y | +81.0% | +12.5% | +68.5% | +75.8% |
| 3Y | +194.8% | +117.2% | +77.5% | +160.3% |
| All | +125.3% | +86.2% | +39.1% | +90.3% |
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