-7.5%
HDB vs FROG
+335.2%
-342.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | +2.7% | +12.5% | -9.8% | +2.6% |
| 30D | +14.1% | +23.5% | -9.4% | +13.7% |
| 3M | +11.8% | +19.4% | -7.6% | +11.4% |
| 6M | +8.2% | +77.0% | -68.8% | +6.7% |
| YTD | -29.3% | +81.9% | -111.2% | -30.5% |
| 1Y | -28.8% | +90.7% | -119.5% | -30.1% |
| 3Y | -7.5% | +328.5% | -336.0% | -16.4% |
| All | -7.5% | +335.2% | -342.7% | -16.4% |
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