+34.8%
FROG vs HIG
+309.8%
-275.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -0.9% | -2.8% | +1.9% | -0.7% |
| 3M | +7.5% | +6.3% | +1.1% | +6.7% |
| 6M | +107.0% | -0.1% | +107.1% | +106.7% |
| YTD | +39.8% | +0.4% | +39.4% | +39.2% |
| 1Y | +74.8% | +6.2% | +68.6% | +72.7% |
| 3Y | +219.3% | +101.6% | +117.7% | +197.4% |
| 5Y | +133.0% | +119.8% | +13.1% | +115.9% |
| All | +34.8% | +309.8% | -275.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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