+118.2%
HBAN vs FROG
+21.7%
+96.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.1% | -5.5% | +7.6% | +2.5% |
| 30D | -4.5% | -3.1% | -1.4% | -4.4% |
| 3M | +2.6% | +1.2% | +1.3% | +1.9% |
| 6M | +4.7% | +113.7% | -108.9% | -3.6% |
| YTD | -1.5% | +38.9% | -40.4% | -6.2% |
| 1Y | -1.9% | +72.0% | -73.9% | -9.2% |
| 3Y | +75.2% | +217.1% | -141.9% | +48.1% |
| 5Y | +37.2% | +130.6% | -93.4% | +11.8% |
| All | +118.2% | +21.7% | +96.5% | +75.4% |
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