+362.8%
HPE vs FROG
+133.6%
+229.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +13.6% | -4.8% | +18.4% | +14.6% |
| 30D | +7.7% | -0.9% | +8.7% | +7.6% |
| 3M | +22.4% | +7.5% | +14.9% | +19.8% |
| 6M | +172.6% | +107.0% | +65.6% | +138.0% |
| YTD | +147.5% | +39.8% | +107.7% | +126.9% |
| 1Y | +151.8% | +74.8% | +77.0% | +121.0% |
| 3Y | +267.1% | +219.3% | +47.8% | +181.1% |
| 5Y | +362.8% | +133.0% | +229.8% | +245.6% |
| All | +362.8% | +133.6% | +229.2% | +245.6% |
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 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