+34.8%
FROG vs HUBB
+248.8%
-214.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -4.8% | +1.1% | -5.9% | -5.2% |
| 30D | -0.9% | -9.6% | +8.7% | +2.1% |
| 3M | +7.5% | -6.2% | +13.6% | +9.1% |
| 6M | +107.0% | -6.2% | +113.2% | +108.8% |
| YTD | +39.8% | +3.4% | +36.4% | +35.9% |
| 1Y | +74.8% | +5.3% | +69.5% | +68.3% |
| 3Y | +219.3% | +44.4% | +174.9% | +171.6% |
| 5Y | +133.0% | +152.4% | -19.4% | +62.6% |
| All | +34.8% | +248.8% | -214.0% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling