+105.3%
HAL vs FROG
+129.7%
-24.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | +2.9% | -11.3% | +14.2% | +3.9% |
| 30D | +17.0% | +3.6% | +13.4% | +16.5% |
| 3M | -9.7% | +1.7% | -11.3% | -10.2% |
| 6M | +8.6% | +123.5% | -114.9% | +0.1% |
| YTD | +33.0% | +40.2% | -7.3% | +27.0% |
| 1Y | +68.3% | +81.0% | -12.7% | +55.7% |
| 3Y | +0.1% | +194.8% | -194.6% | -14.1% |
| All | +105.3% | +129.7% | -24.4% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling