-32.9%
HDB vs FROG
+83.7%
-116.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +5.5% |
| 7D | +12.9% | -14.1% | +27.0% | +12.5% |
| 30D | +10.0% | -11.8% | +21.8% | +9.8% |
| 3M | +1.8% | +0.1% | +1.7% | +1.7% |
| 6M | -2.1% | +64.2% | -66.3% | -1.9% |
| YTD | -33.4% | +38.2% | -71.6% | -33.4% |
| 1Y | -32.9% | +85.4% | -118.3% | -33.1% |
| All | -32.9% | +83.7% | -116.6% | -33.1% |
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