+122.7%
HOOD vs FROG
+207.6%
-84.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.4% |
| 7D | -3.8% | +12.5% | -16.3% | -8.6% |
| 30D | -23.0% | +23.5% | -46.5% | -31.8% |
| 3M | -21.6% | +19.4% | -41.0% | -30.4% |
| 6M | +1.4% | +77.0% | -75.6% | -26.0% |
| YTD | -31.2% | +81.9% | -113.0% | -53.7% |
| 1Y | -35.9% | +90.7% | -126.6% | -58.1% |
| 3Y | +836.9% | +328.5% | +508.4% | +220.5% |
| All | +122.7% | +207.6% | -84.9% | -9.3% |
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