+133.0%
FROG vs USHY
+21.5%
+111.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.5% |
| 30D | -0.9% | 0.0% | -0.9% | -0.7% |
| 3M | +7.5% | +0.8% | +6.6% | +5.4% |
| 6M | +107.0% | +1.9% | +105.1% | +98.0% |
| YTD | +39.8% | +2.3% | +37.6% | +32.4% |
| 1Y | +74.8% | +4.1% | +70.7% | +58.2% |
| 3Y | +219.3% | +27.8% | +191.5% | +77.1% |
| 5Y | +133.0% | +21.5% | +111.5% | +95.0% |
| All | +133.0% | +21.5% | +111.4% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling