+59.2%
HAL vs FROG
+207.6%
-148.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.9% |
| 7D | +6.1% | +12.5% | -6.4% | +5.1% |
| 30D | +2.9% | +23.5% | -20.6% | +0.7% |
| 3M | +3.3% | +19.4% | -16.1% | +1.2% |
| 6M | -16.9% | +77.0% | -93.9% | -21.7% |
| YTD | +21.2% | +81.9% | -60.7% | +12.6% |
| 1Y | +27.5% | +90.7% | -63.1% | +17.9% |
| 3Y | -6.4% | +328.5% | -335.0% | -22.6% |
| All | +59.2% | +207.6% | -148.5% | +36.6% |
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