+417.4%
HL vs FROG
+202.6%
+214.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +7.1% | -5.5% | +12.6% | +7.9% |
| 30D | +21.4% | -3.1% | +24.6% | +21.8% |
| 3M | +37.4% | +1.2% | +36.2% | +36.7% |
| 6M | +0.4% | +113.7% | -113.3% | -10.0% |
| YTD | +6.7% | +38.9% | -32.2% | +0.6% |
| 1Y | +102.4% | +72.0% | +30.4% | +83.6% |
| 3Y | +417.4% | +217.1% | +200.3% | +314.8% |
| All | +417.4% | +202.6% | +214.8% | +314.8% |
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