+35.2%
FROG vs XHB
+101.6%
-66.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.8% |
| 7D | -11.3% | -1.3% | -10.0% | -10.7% |
| 30D | +3.6% | -6.9% | +10.5% | +7.6% |
| 3M | +1.7% | -1.3% | +2.9% | +1.4% |
| 6M | +123.5% | -6.8% | +130.3% | +128.3% |
| YTD | +40.2% | +0.7% | +39.5% | +35.0% |
| 1Y | +81.0% | -11.2% | +92.2% | +88.1% |
| 3Y | +194.8% | +25.3% | +169.4% | +130.1% |
| 5Y | +131.8% | +37.3% | +94.5% | +61.3% |
| All | +35.2% | +101.6% | -66.4% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling