+143.1%
HAL vs FROG
+53.7%
+89.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +3.0% |
| 7D | -0.2% | +26.8% | -27.0% | -1.9% |
| 30D | +1.0% | +10.6% | -9.6% | 0.0% |
| 3M | -2.1% | +27.2% | -29.3% | -4.1% |
| 6M | -17.5% | +58.7% | -76.2% | -20.5% |
| YTD | +18.1% | +75.3% | -57.2% | +12.2% |
| 1Y | +19.7% | +71.1% | -51.4% | +13.9% |
| 3Y | -7.9% | +319.6% | -327.5% | -18.5% |
| 5Y | +53.1% | +195.7% | -142.6% | +32.4% |
| All | +143.1% | +53.7% | +89.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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