+950.7%
HOOD vs FROG
+307.0%
+643.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.2% | +0.9% |
| 7D | -0.6% | +27.1% | -27.7% | -8.7% |
| 30D | -23.6% | +5.8% | -29.4% | -25.9% |
| 3M | -10.7% | +20.8% | -31.5% | -17.6% |
| 6M | +8.2% | +53.3% | -45.2% | -7.9% |
| YTD | -26.3% | +73.2% | -99.5% | -41.8% |
| 1Y | -36.1% | +80.3% | -116.4% | -50.3% |
| 3Y | +950.7% | +318.3% | +632.4% | +352.6% |
| All | +950.7% | +307.0% | +643.7% | +352.6% |
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