+70.7%
FROG vs HUBB
+235.8%
-165.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +48.2% | +4.6% | +43.6% | +46.5% |
| 30D | +11.4% | -8.4% | +19.8% | +14.7% |
| 3M | +28.5% | -14.3% | +42.9% | +34.8% |
| 6M | +63.7% | -9.3% | +73.1% | +67.7% |
| YTD | +77.1% | -0.5% | +77.6% | +74.1% |
| 1Y | +79.3% | -2.1% | +81.5% | +77.3% |
| 3Y | +323.8% | +57.2% | +266.5% | +252.1% |
| 5Y | +198.9% | +127.1% | +71.8% | +111.5% |
| All | +70.7% | +235.8% | -165.1% | +4.3% |
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 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