+528.7%
HPE vs FROG
+53.7%
+475.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -0.9% | +4.0% |
| 7D | +0.3% | +26.8% | -26.5% | -3.9% |
| 30D | -28.6% | +10.6% | -39.1% | -30.1% |
| 3M | -7.4% | +27.2% | -34.6% | -11.5% |
| 6M | +63.7% | +58.7% | +5.0% | +51.0% |
| YTD | +111.7% | +75.3% | +36.4% | +89.3% |
| 1Y | +123.5% | +71.1% | +52.4% | +100.3% |
| 3Y | +238.7% | +319.6% | -80.9% | +166.0% |
| 5Y | +261.0% | +195.7% | +65.4% | +178.5% |
| All | +528.7% | +53.7% | +475.1% | +385.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling