+230.2%
HIMS vs FROG
+125.4%
+104.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -0.9% | -5.5% | +4.6% | +1.4% |
| 30D | -10.8% | -3.1% | -7.7% | -10.2% |
| 3M | +3.7% | +1.2% | +2.4% | +2.5% |
| 6M | +79.0% | +113.7% | -34.7% | +28.4% |
| YTD | -13.2% | +38.9% | -52.1% | -28.6% |
| 1Y | -43.3% | +72.0% | -115.2% | -58.7% |
| 3Y | +331.4% | +217.1% | +114.3% | +105.9% |
| 5Y | +230.2% | +130.6% | +99.6% | +82.6% |
| All | +230.2% | +125.4% | +104.9% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling