+133.9%
HL vs FROG
+83.7%
+50.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.1% |
| 7D | +1.5% | -11.3% | +12.8% | +2.9% |
| 30D | +25.1% | +3.6% | +21.4% | +24.6% |
| 3M | +22.9% | +1.7% | +21.2% | +22.4% |
| 6M | -4.9% | +123.5% | -128.4% | -11.8% |
| YTD | +7.8% | +40.2% | -32.4% | +5.7% |
| 1Y | +133.9% | +81.0% | +52.9% | +121.4% |
| All | +133.9% | +83.7% | +50.2% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling