-24.8%
HDB vs FROG
+206.6%
-231.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | +0.4% | -11.3% | +11.7% | +0.7% |
| 30D | -2.8% | +3.6% | -6.5% | -3.0% |
| 3M | -3.5% | +1.7% | -5.2% | -3.7% |
| 6M | -24.7% | +123.5% | -148.2% | -26.9% |
| YTD | -36.6% | +40.2% | -76.8% | -37.5% |
| 1Y | -34.4% | +81.0% | -115.4% | -36.3% |
| All | -24.8% | +206.6% | -231.4% | -33.4% |
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