+217.1%
FROG vs HRB
+28.7%
+188.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.2% |
| 7D | -5.5% | -9.1% | +3.6% | -4.3% |
| 30D | -3.1% | +0.3% | -3.4% | -3.4% |
| 3M | +1.2% | +23.4% | -22.2% | -2.9% |
| 6M | +113.7% | +45.1% | +68.5% | +99.6% |
| YTD | +38.9% | +8.9% | +30.0% | +30.8% |
| 1Y | +72.0% | -7.9% | +79.9% | +62.4% |
| 3Y | +217.1% | +27.9% | +189.2% | +195.6% |
| All | +217.1% | +28.7% | +188.4% | +195.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling