+122.0%
HCA vs FROG
+335.2%
-213.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.3% |
| 7D | +0.8% | +12.5% | -11.7% | +1.0% |
| 30D | +6.1% | +23.5% | -17.5% | +6.8% |
| 3M | +21.4% | +19.4% | +2.0% | +22.3% |
| 6M | +17.2% | +77.0% | -59.8% | +18.1% |
| YTD | +7.5% | +81.9% | -74.4% | +8.7% |
| 1Y | +6.2% | +90.7% | -84.5% | +7.3% |
| 3Y | +122.0% | +328.5% | -206.5% | +111.2% |
| All | +122.0% | +335.2% | -213.2% | +111.2% |
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