+90.7%
FROG vs HBM
+25.3%
+65.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.1% |
| 3M | +19.4% | -19.2% | +38.6% | +23.1% |
| 6M | +77.0% | -22.9% | +99.9% | +83.3% |
| YTD | +81.9% | +7.8% | +74.1% | +78.1% |
| 1Y | +90.7% | +34.9% | +55.8% | +77.3% |
| All | +90.7% | +25.3% | +65.4% | +77.3% |
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