+35.2%
FROG vs HIG
+315.3%
-280.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.2% |
| 7D | -11.3% | +0.3% | -11.6% | -11.3% |
| 30D | +3.6% | -3.2% | +6.9% | +3.9% |
| 3M | +1.7% | +9.1% | -7.5% | +0.7% |
| 6M | +123.5% | -1.8% | +125.3% | +123.6% |
| YTD | +40.2% | +1.8% | +38.5% | +39.5% |
| 1Y | +81.0% | +4.6% | +76.4% | +79.3% |
| 3Y | +194.8% | +101.6% | +93.1% | +174.6% |
| 5Y | +131.8% | +124.5% | +7.3% | +114.9% |
| All | +35.2% | +315.3% | -280.1% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling