+224.9%
HCA vs FROG
+22.3%
+202.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.4% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | +3.0% | +1.3% | +1.7% | +2.9% |
| 3M | +13.0% | +11.1% | +1.9% | +12.5% |
| 6M | -20.3% | +108.3% | -128.6% | -22.8% |
| YTD | -8.2% | +39.6% | -47.8% | -9.9% |
| 1Y | +6.7% | +74.7% | -68.0% | +3.3% |
| 3Y | +60.4% | +224.1% | -163.7% | +46.7% |
| 5Y | +73.4% | +138.4% | -65.0% | +52.7% |
| All | +224.9% | +22.3% | +202.5% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling