+589.2%
HPE vs FROG
+24.4%
+564.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.5% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | +1.5% | +3.0% | -1.4% | +0.9% |
| 3M | +21.7% | +10.3% | +11.4% | +19.2% |
| 6M | +164.2% | +116.7% | +47.5% | +135.6% |
| YTD | +132.1% | +41.9% | +90.1% | +115.8% |
| 1Y | +130.6% | +78.5% | +52.1% | +107.4% |
| 3Y | +244.1% | +224.1% | +20.0% | +181.9% |
| 5Y | +340.8% | +142.4% | +198.4% | +253.5% |
| All | +589.2% | +24.4% | +564.8% | +453.3% |
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