+318.3%
FROG vs HBM
+424.7%
-106.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.0% | -1.9% | +5.2% |
| 7D | +27.1% | +5.0% | +22.1% | +26.0% |
| 30D | +5.8% | -12.7% | +18.6% | +8.9% |
| 3M | +20.8% | -17.4% | +38.3% | +25.1% |
| 6M | +53.3% | -8.9% | +62.2% | +53.9% |
| YTD | +73.2% | +14.9% | +58.3% | +61.6% |
| 1Y | +80.3% | +41.4% | +38.9% | +59.7% |
| 3Y | +318.3% | +462.1% | -143.8% | +149.1% |
| All | +318.3% | +424.7% | -106.4% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling