+256.2%
HL vs FROG
+24.4%
+231.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -5.6% | -2.2% | -3.4% | -5.3% |
| 30D | +12.7% | +3.0% | +9.8% | +12.0% |
| 3M | +42.5% | +10.3% | +32.2% | +39.9% |
| 6M | -9.0% | +116.7% | -125.7% | -20.0% |
| YTD | +4.4% | +41.9% | -37.5% | -3.3% |
| 1Y | +82.7% | +78.5% | +4.2% | +62.1% |
| 3Y | +406.3% | +224.1% | +182.2% | +290.1% |
| 5Y | +238.2% | +142.4% | +95.7% | +153.0% |
| All | +256.2% | +24.4% | +231.9% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling