+74.2%
HAL vs FROG
+73.1%
+1.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -1.3% | -4.8% | +3.5% | -1.2% |
| 30D | +10.9% | -0.9% | +11.8% | +10.9% |
| 3M | -5.8% | +7.5% | -13.3% | -6.1% |
| 6M | +8.1% | +107.0% | -98.9% | +5.8% |
| YTD | +33.2% | +39.8% | -6.6% | +31.3% |
| 1Y | +74.2% | +74.8% | -0.6% | +67.7% |
| All | +74.2% | +73.1% | +1.1% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling