+78.5%
FROG vs HIG
+7.0%
+71.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -3.2% |
| 30D | +3.0% | -1.2% | +4.2% | +2.6% |
| 3M | +10.3% | +6.3% | +4.0% | +13.1% |
| 6M | +116.7% | +0.6% | +116.1% | +117.1% |
| YTD | +41.9% | +0.6% | +41.3% | +42.1% |
| 1Y | +78.5% | +6.1% | +72.4% | +77.1% |
| All | +78.5% | +7.0% | +71.6% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling