+25.9%
HD vs FROG
+274.0%
-248.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.2% | -2.1% |
| 7D | +4.3% | +7.0% | -2.6% | +4.4% |
| 30D | +20.2% | +2.9% | +17.3% | +20.3% |
| 3M | -1.0% | +21.6% | -22.6% | -1.5% |
| 6M | +7.9% | +87.7% | -79.8% | +5.3% |
| YTD | +2.0% | +61.7% | -59.7% | +0.1% |
| 1Y | -4.3% | +113.7% | -118.0% | -8.4% |
| 3Y | +25.9% | +267.7% | -241.8% | +6.3% |
| All | +25.9% | +274.0% | -248.1% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling