+36.8%
FROG vs USHY
+33.3%
+3.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.9% |
| 7D | -2.2% | -0.7% | -1.4% | -0.2% |
| 30D | +3.0% | -0.5% | +3.5% | +4.6% |
| 3M | +10.3% | +0.5% | +9.8% | +9.1% |
| 6M | +116.7% | +1.5% | +115.2% | +109.5% |
| YTD | +41.9% | +1.7% | +40.2% | +36.1% |
| 1Y | +78.5% | +3.5% | +75.0% | +63.9% |
| 3Y | +224.1% | +27.2% | +197.0% | +81.0% |
| 5Y | +142.4% | +21.0% | +121.4% | +76.6% |
| All | +36.8% | +33.3% | +3.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling