+90.7%
FROG vs USHY
+1.9%
+88.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +3.1% |
| 7D | +12.5% | -0.4% | +12.9% | +14.5% |
| 30D | +23.5% | +0.6% | +22.9% | +22.1% |
| 3M | +19.4% | -2.0% | +21.4% | +29.0% |
| 6M | +77.0% | -0.5% | +77.5% | +82.9% |
| YTD | +81.9% | +0.6% | +81.3% | +71.9% |
| 1Y | +90.7% | +2.1% | +88.5% | +73.3% |
| All | +90.7% | +1.9% | +88.8% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling