+45.6%
HD vs FROG
+51.8%
-6.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +2.5% |
| 7D | +3.6% | +27.1% | -23.5% | +2.0% |
| 30D | +21.6% | +5.8% | +15.7% | +20.8% |
| 3M | +0.1% | +20.8% | -20.7% | -1.6% |
| 6M | +13.0% | +53.3% | -40.3% | +8.7% |
| YTD | +4.9% | +73.2% | -68.3% | -0.9% |
| 1Y | -2.1% | +80.3% | -82.4% | -8.0% |
| 3Y | +32.6% | +318.3% | -285.7% | +10.7% |
| 5Y | +8.2% | +179.9% | -171.7% | -11.0% |
| All | +45.6% | +51.8% | -6.2% | +23.2% |
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