+34.8%
FROG vs HRB
+278.8%
-244.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -4.8% | -10.6% | +5.8% | -3.2% |
| 30D | -0.9% | -0.8% | -0.1% | -1.2% |
| 3M | +7.5% | +19.1% | -11.6% | +3.6% |
| 6M | +107.0% | +48.7% | +58.3% | +92.0% |
| YTD | +39.8% | +7.1% | +32.7% | +35.1% |
| 1Y | +74.8% | -8.3% | +83.1% | +71.8% |
| 3Y | +219.3% | +25.8% | +193.4% | +194.1% |
| 5Y | +133.0% | +111.1% | +21.9% | +98.4% |
| All | +34.8% | +278.8% | -244.0% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling