+135.0%
HAL vs FROG
+41.7%
+93.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -2.3% |
| 7D | -12.0% | +7.0% | -19.0% | -12.6% |
| 30D | +0.3% | +2.9% | -2.6% | -0.3% |
| 3M | -1.6% | +21.6% | -23.2% | -3.3% |
| 6M | -20.5% | +87.7% | -108.1% | -24.3% |
| YTD | +14.2% | +61.7% | -47.4% | +9.0% |
| 1Y | +18.9% | +113.7% | -94.8% | +10.9% |
| 3Y | -13.7% | +267.7% | -281.5% | -23.1% |
| 5Y | +42.2% | +158.8% | -116.6% | +23.4% |
| All | +135.0% | +41.7% | +93.3% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling