+249.2%
HPE vs FROG
+202.6%
+46.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +7.9% |
| 7D | +10.1% | -5.5% | +15.6% | +11.3% |
| 30D | +5.3% | -3.1% | +8.4% | +5.6% |
| 3M | +12.7% | +1.2% | +11.4% | +11.4% |
| 6M | +167.7% | +113.7% | +54.0% | +131.0% |
| YTD | +135.5% | +38.9% | +96.6% | +114.7% |
| 1Y | +143.4% | +72.0% | +71.4% | +112.6% |
| 3Y | +249.2% | +217.1% | +32.1% | +173.3% |
| All | +249.2% | +202.6% | +46.6% | +173.3% |
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 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