+35.2%
FROG vs USHY
+34.2%
+1.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.2% |
| 7D | -11.3% | -0.1% | -11.2% | -10.9% |
| 30D | +3.6% | +0.1% | +3.6% | +3.6% |
| 3M | +1.7% | +0.8% | +0.8% | -0.2% |
| 6M | +123.5% | +1.7% | +121.8% | +114.7% |
| YTD | +40.2% | +2.5% | +37.8% | +32.0% |
| 1Y | +81.0% | +4.4% | +76.6% | +62.6% |
| 3Y | +194.8% | +27.4% | +167.4% | +63.6% |
| 5Y | +131.8% | +21.7% | +110.1% | +66.1% |
| All | +35.2% | +34.2% | +1.0% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling