+217.1%
FROG vs HIG
+99.1%
+118.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -3.1% | -4.9% | +1.8% | -2.7% |
| 3M | +1.2% | +6.8% | -5.6% | +0.1% |
| 6M | +113.7% | -1.7% | +115.4% | +113.7% |
| YTD | +38.9% | -0.2% | +39.1% | +37.9% |
| 1Y | +72.0% | +5.7% | +66.3% | +67.5% |
| 3Y | +217.1% | +100.3% | +116.8% | +159.4% |
| All | +217.1% | +99.1% | +118.0% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling