+527.6%
HPE vs FROG
+55.2%
+472.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +13.6% | +48.2% | -34.6% | +6.1% |
| 30D | -27.1% | +11.4% | -38.5% | -28.8% |
| 3M | -14.5% | +28.5% | -43.0% | -18.4% |
| 6M | +66.9% | +63.7% | +3.2% | +53.3% |
| YTD | +111.3% | +77.1% | +34.2% | +88.7% |
| 1Y | +117.5% | +79.3% | +38.1% | +93.8% |
| 3Y | +238.1% | +323.8% | -85.7% | +165.1% |
| 5Y | +292.4% | +198.9% | +93.5% | +202.2% |
| All | +527.6% | +55.2% | +472.4% | +383.7% |
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