+78.2%
HBAN vs FROG
+218.8%
-140.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.9% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -5.6% | +1.3% | -6.9% | -5.9% |
| 3M | -1.1% | +11.1% | -12.2% | -2.7% |
| 6M | +9.9% | +108.3% | -98.4% | +0.2% |
| YTD | -0.9% | +39.6% | -40.5% | -6.1% |
| 1Y | -1.4% | +74.7% | -76.1% | -10.3% |
| 3Y | +78.2% | +224.1% | -145.9% | +24.7% |
| All | +78.2% | +218.8% | -140.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling