+133.1%
HL vs FROG
+59.4%
+73.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.3% |
| 7D | -11.1% | +12.5% | -23.6% | -12.7% |
| 30D | -12.1% | +23.5% | -35.6% | -15.6% |
| 3M | -26.1% | +19.4% | -45.5% | -28.9% |
| 6M | -37.7% | +77.0% | -114.7% | -43.7% |
| YTD | -31.7% | +81.9% | -113.6% | -39.7% |
| 1Y | -11.6% | +90.7% | -102.3% | -22.7% |
| 3Y | +249.6% | +328.5% | -78.9% | +156.0% |
| 5Y | +108.5% | +207.0% | -98.5% | +49.0% |
| All | +133.1% | +59.4% | +73.7% | +56.5% |
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