+17.4%
HAL vs FROG
+78.6%
-61.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -0.1% |
| 7D | -7.9% | +27.1% | -35.0% | -8.6% |
| 30D | -2.1% | +5.8% | -7.9% | -2.3% |
| 3M | +0.4% | +20.8% | -20.4% | -0.1% |
| 6M | -19.2% | +53.3% | -72.6% | -20.1% |
| YTD | +14.4% | +73.2% | -58.8% | +11.4% |
| All | +17.4% | +78.6% | -61.2% | +14.7% |
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