+36.8%
FROG vs HRB
+276.6%
-239.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -2.2% | -12.2% | +10.0% | -0.2% |
| 30D | +3.0% | -3.0% | +5.9% | +3.1% |
| 3M | +10.3% | +21.7% | -11.4% | +5.9% |
| 6M | +116.7% | +52.3% | +64.4% | +100.2% |
| YTD | +41.9% | +6.5% | +35.4% | +37.3% |
| 1Y | +78.5% | -6.7% | +85.2% | +74.9% |
| 3Y | +224.1% | +25.1% | +199.0% | +198.9% |
| 5Y | +142.4% | +113.8% | +28.6% | +106.4% |
| All | +36.8% | +276.6% | -239.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HRB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling