+249.3%
HL vs FROG
+133.6%
+115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -4.8% | +5.2% | +1.3% |
| 30D | +18.8% | -0.9% | +19.8% | +18.8% |
| 3M | +43.7% | +7.5% | +36.3% | +41.1% |
| 6M | -1.0% | +107.0% | -108.1% | -14.7% |
| YTD | +8.7% | +39.8% | -31.1% | -0.6% |
| 1Y | +105.0% | +74.8% | +30.2% | +77.7% |
| 3Y | +427.3% | +219.3% | +208.0% | +273.3% |
| 5Y | +249.3% | +133.0% | +116.3% | +149.2% |
| All | +249.3% | +133.6% | +115.7% | +149.2% |
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