+149.1%
HIMS vs FROG
+22.5%
+126.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -0.9% |
| 30D | -12.2% | -0.9% | -11.2% | -12.3% |
| 3M | -3.7% | +7.5% | -11.2% | -6.5% |
| 6M | +25.9% | +107.0% | -81.1% | -5.7% |
| YTD | -14.1% | +39.8% | -53.9% | -28.1% |
| 1Y | -41.6% | +74.8% | -116.4% | -56.2% |
| 3Y | +327.3% | +219.3% | +108.0% | +130.7% |
| 5Y | +207.9% | +133.0% | +75.0% | +70.1% |
| All | +149.1% | +22.5% | +126.6% | +37.2% |
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