+35.2%
FROG vs HRB
+311.7%
-276.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.7% |
| 7D | -11.3% | -5.7% | -5.6% | -10.5% |
| 30D | +3.6% | +7.9% | -4.3% | +2.1% |
| 3M | +1.7% | +32.1% | -30.5% | -3.6% |
| 6M | +123.5% | +62.2% | +61.3% | +104.5% |
| YTD | +40.2% | +16.4% | +23.8% | +33.9% |
| 1Y | +81.0% | -0.3% | +81.3% | +75.6% |
| 3Y | +194.8% | +36.0% | +158.7% | +168.5% |
| 5Y | +131.8% | +125.2% | +6.6% | +95.1% |
| All | +35.2% | +311.7% | -276.5% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling