+1,028.6%
HOOD vs FROG
+198.7%
+829.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | +17.1% | -11.3% | +28.4% | +21.4% |
| 30D | +31.6% | +3.6% | +27.9% | +29.5% |
| 3M | +38.2% | +1.7% | +36.6% | +36.3% |
| 6M | +48.5% | +123.5% | -75.0% | +11.7% |
| YTD | +8.0% | +40.2% | -32.3% | -7.5% |
| 1Y | +18.7% | +81.0% | -62.3% | -8.9% |
| All | +1,028.6% | +198.7% | +829.9% | +512.7% |
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