+58.5%
HCA vs FROG
+219.3%
-160.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.9% |
| 7D | +4.9% | -4.8% | +9.7% | +4.9% |
| 30D | +1.9% | -0.9% | +2.8% | +1.9% |
| 3M | +12.7% | +7.5% | +5.3% | +12.8% |
| 6M | -22.3% | +107.0% | -129.4% | -22.9% |
| YTD | -9.3% | +39.8% | -49.1% | -9.3% |
| 1Y | +2.7% | +74.8% | -72.1% | +1.9% |
| All | +58.5% | +219.3% | -160.8% | +47.8% |
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