+81.0%
FROG vs HUBB
+8.5%
+72.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.3% | +0.5% | -11.8% | -11.4% |
| 30D | +3.6% | -10.0% | +13.7% | +5.2% |
| 3M | +1.7% | -4.8% | +6.4% | +1.9% |
| 6M | +123.5% | -5.6% | +129.1% | +122.1% |
| YTD | +40.2% | +4.7% | +35.6% | +36.6% |
| 1Y | +81.0% | +6.7% | +74.3% | +71.7% |
| All | +81.0% | +8.5% | +72.5% | +71.7% |
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