+78.5%
FROG vs USHY
+3.5%
+75.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +3.6% |
| 7D | -2.2% | -0.7% | -1.4% | +0.9% |
| 30D | +3.0% | -0.5% | +3.5% | +5.6% |
| 3M | +10.3% | +0.5% | +9.8% | +9.0% |
| 6M | +116.7% | +1.5% | +115.2% | +103.0% |
| YTD | +41.9% | +1.7% | +40.2% | +30.1% |
| 1Y | +78.5% | +3.5% | +75.0% | +49.5% |
| All | +78.5% | +3.5% | +75.0% | +49.5% |
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