+10.1%
HDB vs FROG
+51.8%
-41.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.5% | +2.3% |
| 7D | +13.7% | +27.1% | -13.4% | +12.1% |
| 30D | +15.8% | +5.8% | +10.0% | +15.1% |
| 3M | +9.2% | +20.8% | -11.6% | +7.5% |
| 6M | +3.2% | +53.3% | -50.2% | -0.2% |
| YTD | -29.4% | +73.2% | -102.6% | -32.7% |
| 1Y | -27.9% | +80.3% | -108.2% | -31.6% |
| 3Y | -5.9% | +318.3% | -324.2% | -19.1% |
| 5Y | -23.5% | +179.9% | -203.4% | -35.4% |
| All | +10.1% | +51.8% | -41.7% | -6.6% |
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