+85.4%
FROG vs HBM
+47.3%
+38.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -3.0% |
| 7D | -14.1% | -5.8% | -8.2% | -13.2% |
| 30D | -11.8% | -18.5% | +6.7% | -9.0% |
| 3M | +0.1% | -10.3% | +10.4% | +1.5% |
| 6M | +64.2% | +2.1% | +62.1% | +63.5% |
| YTD | +38.2% | +12.0% | +26.2% | +27.7% |
| 1Y | +85.4% | +49.8% | +35.6% | +48.5% |
| All | +85.4% | +47.3% | +38.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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