+126.9%
HPQ vs FROG
+22.3%
+104.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.7% | +10.1% | +8.6% |
| 7D | +9.8% | -0.5% | +10.2% | +9.8% |
| 30D | +22.4% | +1.3% | +21.0% | +21.7% |
| 3M | +45.2% | +11.1% | +34.1% | +42.2% |
| 6M | +96.4% | +108.3% | -11.9% | +78.8% |
| YTD | +65.4% | +39.6% | +25.8% | +55.9% |
| 1Y | +31.6% | +74.7% | -43.2% | +20.2% |
| 3Y | +37.0% | +224.1% | -187.1% | +13.2% |
| 5Y | +53.0% | +138.4% | -85.4% | +23.3% |
| All | +126.9% | +22.3% | +104.6% | +85.1% |
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