-19.8%
HD vs FROG
+83.7%
-103.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +0.9% |
| 7D | -2.1% | -11.3% | +9.2% | -2.3% |
| 30D | -8.4% | +3.6% | -12.1% | -8.3% |
| 3M | +4.3% | +1.7% | +2.7% | +4.6% |
| 6M | -11.1% | +123.5% | -134.7% | -10.1% |
| YTD | -4.7% | +40.2% | -44.9% | -3.3% |
| 1Y | -19.8% | +81.0% | -100.8% | -19.6% |
| All | -19.8% | +83.7% | -103.5% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling