+35.2%
FROG vs FHN
+216.7%
-181.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.3% | +1.2% | -12.5% | -11.4% |
| 30D | +3.6% | -4.7% | +8.3% | +4.3% |
| 3M | +1.7% | +3.5% | -1.9% | +1.1% |
| 6M | +123.5% | +7.8% | +115.7% | +120.9% |
| YTD | +40.2% | +5.9% | +34.4% | +38.7% |
| 1Y | +81.0% | +12.5% | +68.5% | +77.4% |
| 3Y | +194.8% | +117.2% | +77.5% | +173.6% |
| 5Y | +131.8% | +86.5% | +45.3% | +122.5% |
| All | +35.2% | +216.7% | -181.5% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling