+268.0%
HL vs FROG
+22.9%
+245.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.0% |
| 7D | +1.5% | -11.3% | +12.8% | +3.3% |
| 30D | +25.1% | +3.6% | +21.4% | +24.2% |
| 3M | +22.9% | +1.7% | +21.2% | +22.1% |
| 6M | -4.9% | +123.5% | -128.4% | -16.8% |
| YTD | +7.8% | +40.2% | -32.4% | +0.1% |
| 1Y | +133.9% | +81.0% | +52.9% | +107.1% |
| 3Y | +380.9% | +194.8% | +186.1% | +276.3% |
| 5Y | +230.2% | +131.8% | +98.4% | +147.6% |
| All | +268.0% | +22.9% | +245.1% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling