+85.2%
HPQ vs FROG
+53.7%
+31.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.3% |
| 7D | -3.2% | +26.8% | -30.1% | -6.2% |
| 30D | -3.0% | +10.6% | -13.6% | -4.7% |
| 3M | +0.6% | +27.2% | -26.6% | -3.2% |
| 6M | +36.6% | +58.7% | -22.1% | +27.5% |
| YTD | +35.0% | +75.3% | -40.3% | +23.0% |
| 1Y | +23.1% | +71.1% | -48.0% | +12.4% |
| 3Y | +18.6% | +319.6% | -300.9% | -5.3% |
| 5Y | +10.3% | +195.7% | -185.3% | -13.9% |
| All | +85.2% | +53.7% | +31.5% | +46.1% |
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 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