+217.1%
FROG vs HBM
+521.9%
-304.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.2% |
| 7D | -5.5% | +7.3% | -12.8% | -7.0% |
| 30D | -3.1% | +5.0% | -8.2% | -4.3% |
| 3M | +1.2% | +11.1% | -9.9% | -1.9% |
| 6M | +113.7% | +30.2% | +83.5% | +97.2% |
| YTD | +38.9% | +46.2% | -7.3% | +22.2% |
| 1Y | +72.0% | +120.0% | -48.0% | +34.9% |
| 3Y | +217.1% | +527.3% | -310.1% | +56.3% |
| All | +217.1% | +521.9% | -304.8% | +56.3% |
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 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