+549.0%
HPE vs FROG
+22.9%
+526.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -4.0% |
| 7D | -0.6% | -11.3% | +10.7% | +1.1% |
| 30D | -2.3% | +3.6% | -5.9% | -3.0% |
| 3M | -2.9% | +1.7% | -4.5% | -3.7% |
| 6M | +143.6% | +123.5% | +20.0% | +116.5% |
| YTD | +118.5% | +40.2% | +78.3% | +103.6% |
| 1Y | +129.2% | +81.0% | +48.2% | +105.8% |
| 3Y | +212.5% | +194.8% | +17.8% | +158.5% |
| 5Y | +286.9% | +131.8% | +155.1% | +210.9% |
| All | +549.0% | +22.9% | +526.1% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling