+81.0%
FROG vs HBM
+123.0%
-42.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -11.3% | -6.4% | -4.9% | -10.3% |
| 30D | +3.6% | +5.9% | -2.3% | +2.7% |
| 3M | +1.7% | -8.9% | +10.6% | +2.6% |
| 6M | +123.5% | +10.7% | +112.9% | +115.7% |
| YTD | +40.2% | +38.3% | +2.0% | +28.4% |
| 1Y | +81.0% | +121.3% | -40.3% | +54.3% |
| All | +81.0% | +123.0% | -42.0% | +54.3% |
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