+59.8%
FROG vs HBM
+381.8%
-322.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.6% |
| 7D | +17.0% | +2.4% | +14.6% | +16.8% |
| 30D | +1.3% | -16.0% | +17.3% | +4.8% |
| 3M | +17.5% | -21.3% | +38.8% | +22.4% |
| 6M | +46.8% | -12.2% | +59.0% | +48.4% |
| YTD | +65.8% | +10.7% | +55.1% | +58.1% |
| 1Y | +61.0% | +30.3% | +30.7% | +48.5% |
| 3Y | +296.7% | +432.2% | -135.5% | +174.8% |
| 5Y | +177.8% | +218.8% | -41.0% | +102.8% |
| All | +59.8% | +381.8% | -322.0% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling