+10.3%
HPQ vs FROG
+192.7%
-182.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.2% |
| 7D | -3.2% | +26.8% | -30.1% | -6.6% |
| 30D | -3.0% | +10.6% | -13.6% | -5.0% |
| 3M | +0.6% | +27.2% | -26.6% | -3.9% |
| 6M | +36.6% | +58.7% | -22.1% | +25.8% |
| YTD | +35.0% | +75.3% | -40.3% | +20.9% |
| 1Y | +23.1% | +71.1% | -48.0% | +10.4% |
| 3Y | +18.6% | +319.6% | -300.9% | -11.6% |
| 5Y | +10.3% | +195.7% | -185.3% | -21.2% |
| All | +10.3% | +192.7% | -182.3% | -21.2% |
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