+195.7%
FROG vs HRB
+141.1%
+54.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +26.8% | -8.1% | +34.9% | +27.9% |
| 30D | +10.6% | +15.0% | -4.4% | +7.6% |
| 3M | +27.2% | +10.2% | +17.0% | +24.1% |
| 6M | +58.7% | +44.2% | +14.5% | +47.0% |
| YTD | +75.3% | +21.0% | +54.4% | +64.6% |
| 1Y | +71.1% | +12.0% | +59.1% | +62.1% |
| 3Y | +319.6% | +24.9% | +294.6% | +283.1% |
| 5Y | +195.7% | +144.6% | +51.0% | +140.7% |
| All | +195.7% | +141.1% | +54.6% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling