+70.7%
FROG vs HBM
+374.5%
-303.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +48.2% | +5.1% | +43.2% | +47.0% |
| 30D | +11.4% | -15.8% | +27.2% | +15.2% |
| 3M | +28.5% | -22.4% | +51.0% | +34.3% |
| 6M | +63.7% | -20.2% | +84.0% | +68.6% |
| YTD | +77.1% | +9.0% | +68.1% | +69.3% |
| 1Y | +79.3% | +27.4% | +52.0% | +66.2% |
| 3Y | +323.8% | +424.2% | -100.5% | +194.3% |
| 5Y | +198.9% | +196.1% | +2.8% | +120.4% |
| All | +70.7% | +374.5% | -303.8% | +12.5% |
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 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