+112.5%
HL vs FROG
+195.3%
-82.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.4% | -5.6% |
| 7D | -7.6% | +48.2% | -55.8% | -14.3% |
| 30D | -17.5% | +11.4% | -28.9% | -19.8% |
| 3M | -26.2% | +28.5% | -54.8% | -30.4% |
| 6M | -35.1% | +63.7% | -98.8% | -41.6% |
| YTD | -30.4% | +77.1% | -107.5% | -39.6% |
| 1Y | -14.0% | +79.3% | -93.3% | -25.5% |
| 3Y | +256.3% | +323.8% | -67.4% | +139.1% |
| 5Y | +112.5% | +198.9% | -86.4% | +48.3% |
| All | +112.5% | +195.3% | -82.8% | +48.3% |
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