+75.3%
FROG vs HBM
+369.3%
-293.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +12.5% | +2.2% | +10.2% | +12.1% |
| 30D | +23.5% | -11.8% | +35.3% | +26.7% |
| 3M | +19.4% | -19.2% | +38.6% | +24.0% |
| 6M | +77.0% | -22.9% | +99.9% | +83.5% |
| YTD | +81.9% | +7.8% | +74.1% | +74.3% |
| 1Y | +90.7% | +34.9% | +55.8% | +74.8% |
| 3Y | +328.5% | +422.2% | -93.7% | +197.9% |
| 5Y | +207.0% | +192.8% | +14.2% | +126.8% |
| All | +75.3% | +369.3% | -293.9% | +15.8% |
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