+309.9%
HIMS vs FROG
+206.6%
+103.3%
-78.9%
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% | +0.7% |
| 7D | -3.9% | -11.3% | +7.4% | -0.2% |
| 30D | -12.4% | +3.6% | -16.1% | -13.7% |
| 3M | -1.1% | +1.7% | -2.7% | -1.8% |
| 6M | +68.4% | +123.5% | -55.1% | +31.7% |
| YTD | -14.7% | +40.2% | -54.9% | -25.5% |
| 1Y | -42.4% | +81.0% | -123.4% | -54.5% |
| All | +309.9% | +206.6% | +103.3% | +158.6% |
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