+35.2%
FROG vs HBM
+501.9%
-466.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -11.3% | -6.4% | -4.9% | -10.2% |
| 30D | +3.6% | +5.9% | -2.3% | +2.5% |
| 3M | +1.7% | -8.9% | +10.6% | +2.5% |
| 6M | +123.5% | +10.7% | +112.9% | +115.6% |
| YTD | +40.2% | +38.3% | +2.0% | +28.6% |
| 1Y | +81.0% | +121.3% | -40.3% | +51.1% |
| 3Y | +194.8% | +450.6% | -255.8% | +102.1% |
| 5Y | +131.8% | +338.0% | -206.2% | +60.6% |
| All | +35.2% | +501.9% | -466.7% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling