+195.7%
FROG vs HIG
+109.1%
+86.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.8% |
| 7D | +26.8% | -0.7% | +27.5% | +26.9% |
| 30D | +10.6% | +5.4% | +5.2% | +9.4% |
| 3M | +27.2% | -0.9% | +28.1% | +27.2% |
| 6M | +58.7% | +4.8% | +53.9% | +56.4% |
| YTD | +75.3% | +0.9% | +74.4% | +73.2% |
| 1Y | +71.1% | +6.5% | +64.6% | +66.1% |
| 3Y | +319.6% | +95.7% | +223.8% | +238.6% |
| 5Y | +195.7% | +107.1% | +88.6% | +128.0% |
| All | +195.7% | +109.1% | +86.6% | +128.0% |
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