+130.6%
FROG vs HIG
+122.5%
+8.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -3.1% | -4.9% | +1.8% | -2.2% |
| 3M | +1.2% | +6.8% | -5.6% | -0.5% |
| 6M | +113.7% | -1.7% | +115.4% | +113.5% |
| YTD | +38.9% | -0.2% | +39.1% | +37.6% |
| 1Y | +72.0% | +5.7% | +66.3% | +67.2% |
| 3Y | +217.1% | +100.3% | +116.8% | +152.5% |
| 5Y | +130.6% | +118.5% | +12.1% | +70.7% |
| All | +130.6% | +122.5% | +8.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling