+246.0%
HIMS vs FROG
+307.0%
-61.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.1% | -18.9% | -14.0% |
| 7D | -9.1% | +27.1% | -36.2% | -17.3% |
| 30D | -25.8% | +5.8% | -31.6% | -28.5% |
| 3M | -27.4% | +20.8% | -48.2% | -33.3% |
| 6M | -18.9% | +53.3% | -72.2% | -30.7% |
| YTD | -29.4% | +73.2% | -102.5% | -43.7% |
| 1Y | -44.1% | +80.3% | -124.4% | -56.1% |
| 3Y | +246.0% | +318.3% | -72.3% | +94.2% |
| All | +246.0% | +307.0% | -61.0% | +94.2% |
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 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