+81.0%
FROG vs XHB
-9.3%
+90.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | -11.3% | -1.3% | -10.0% | -11.2% |
| 30D | +3.6% | -6.9% | +10.5% | +4.1% |
| 3M | +1.7% | -1.3% | +2.9% | +2.0% |
| 6M | +123.5% | -6.8% | +130.3% | +122.6% |
| YTD | +40.2% | +0.7% | +39.5% | +35.0% |
| 1Y | +81.0% | -11.2% | +92.2% | +87.9% |
| All | +81.0% | -9.3% | +90.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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