-4.1%
HDB vs FROG
+21.7%
-25.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -2.0% | -5.5% | +3.5% | -1.7% |
| 30D | -4.9% | -3.1% | -1.8% | -4.9% |
| 3M | -2.3% | +1.2% | -3.5% | -2.7% |
| 6M | -23.7% | +113.7% | -137.4% | -27.9% |
| YTD | -38.5% | +38.9% | -77.3% | -40.4% |
| 1Y | -36.5% | +72.0% | -108.4% | -39.7% |
| 3Y | -28.5% | +217.1% | -245.6% | -37.3% |
| 5Y | -37.4% | +130.6% | -168.0% | -46.4% |
| All | -4.1% | +21.7% | -25.8% | -17.3% |
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 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