+76.2%
HIMS vs FROG
+55.2%
+21.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.6% |
| 7D | -18.0% | +48.2% | -66.2% | -30.4% |
| 30D | -33.6% | +11.4% | -45.0% | -37.5% |
| 3M | -34.2% | +28.5% | -62.7% | -41.7% |
| 6M | -21.2% | +63.7% | -84.9% | -36.3% |
| YTD | -39.2% | +77.1% | -116.3% | -54.5% |
| 1Y | -49.4% | +79.3% | -128.8% | -62.4% |
| 3Y | +189.7% | +323.8% | -134.0% | +38.6% |
| 5Y | +166.6% | +198.9% | -32.3% | +31.9% |
| All | +76.2% | +55.2% | +21.0% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling