+32.3%
HD vs FROG
+22.9%
+9.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +1.2% |
| 7D | -2.1% | -11.3% | +9.2% | -1.3% |
| 30D | -8.4% | +3.6% | -12.1% | -8.8% |
| 3M | +4.3% | +1.7% | +2.7% | +3.8% |
| 6M | -11.1% | +123.5% | -134.7% | -17.5% |
| YTD | -4.7% | +40.2% | -44.9% | -8.4% |
| 1Y | -19.8% | +81.0% | -100.8% | -25.2% |
| 3Y | +4.1% | +194.8% | -190.6% | -10.4% |
| 5Y | +10.3% | +131.8% | -121.5% | -7.8% |
| All | +32.3% | +22.9% | +9.4% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling