+215.5%
FROG vs USHY
+19.5%
+195.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +3.0% |
| 7D | +12.5% | -0.4% | +12.9% | +13.9% |
| 30D | +23.5% | +0.6% | +22.9% | +22.1% |
| 3M | +19.4% | -2.0% | +21.4% | +26.4% |
| 6M | +77.0% | -0.5% | +77.5% | +80.6% |
| YTD | +81.9% | +0.6% | +81.3% | +80.3% |
| 1Y | +90.7% | +2.1% | +88.5% | +81.8% |
| 3Y | +328.5% | +25.3% | +303.2% | +152.3% |
| All | +215.5% | +19.5% | +195.9% | +142.9% |
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