+43.5%
HD vs FROG
+55.2%
-11.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +48.2% | -48.7% | -2.9% |
| 30D | +18.5% | +11.4% | +7.1% | +17.4% |
| 3M | +2.2% | +28.5% | -26.4% | 0.0% |
| 6M | +13.8% | +63.7% | -49.9% | +9.0% |
| YTD | +3.4% | +77.1% | -73.7% | -2.5% |
| 1Y | -3.5% | +79.3% | -82.8% | -9.2% |
| 3Y | +29.0% | +323.8% | -294.8% | +7.7% |
| 5Y | +6.1% | +198.9% | -192.8% | -13.0% |
| All | +43.5% | +55.2% | -11.7% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling