+85.4%
FROG vs HUBB
-4.0%
+89.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -2.1% |
| 7D | -14.1% | +0.2% | -14.3% | -14.0% |
| 30D | -11.8% | -8.8% | -3.0% | -10.7% |
| 3M | +0.1% | -12.5% | +12.6% | +2.0% |
| 6M | +64.2% | -14.5% | +78.8% | +66.8% |
| YTD | +38.2% | -0.4% | +38.7% | +35.9% |
| 1Y | +85.4% | -3.4% | +88.8% | +87.3% |
| All | +85.4% | -4.0% | +89.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling