+208.2%
HCA vs FROG
+22.9%
+185.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -3.1% | -11.3% | +8.2% | -2.7% |
| 30D | -1.1% | +3.6% | -4.8% | -1.3% |
| 3M | +12.2% | +1.7% | +10.5% | +11.9% |
| 6M | -25.3% | +123.5% | -148.9% | -28.0% |
| YTD | -12.9% | +40.2% | -53.2% | -14.5% |
| 1Y | -0.9% | +81.0% | -81.9% | -4.3% |
| 3Y | +47.6% | +194.8% | -147.1% | +35.9% |
| 5Y | +67.0% | +131.8% | -64.8% | +46.7% |
| All | +208.2% | +22.9% | +185.3% | +168.5% |
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