-4.6%
HD vs FROG
+83.7%
-88.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +9.0% | +6.4% |
| 7D | +11.9% | -14.1% | +26.0% | +11.3% |
| 30D | +26.4% | -11.8% | +38.2% | +25.9% |
| 3M | +2.8% | +0.1% | +2.7% | +2.9% |
| 6M | +15.5% | +64.2% | -48.7% | +17.2% |
| YTD | +5.5% | +38.2% | -32.7% | +7.2% |
| 1Y | -4.6% | +85.4% | -90.0% | -4.0% |
| All | -4.6% | +83.7% | -88.3% | -4.0% |
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