+106.7%
HPQ vs FROG
+22.9%
+83.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.6% |
| 7D | +6.9% | -11.3% | +18.2% | +8.3% |
| 30D | +14.4% | +3.6% | +10.8% | +13.6% |
| 3M | +25.6% | +1.7% | +23.9% | +24.4% |
| 6M | +75.0% | +123.5% | -48.5% | +58.1% |
| YTD | +50.7% | +40.2% | +10.4% | +42.0% |
| 1Y | +18.7% | +81.0% | -62.3% | +8.0% |
| 3Y | +21.5% | +194.8% | -173.2% | +1.5% |
| 5Y | +31.6% | +131.8% | -100.2% | +6.1% |
| All | +106.7% | +22.9% | +83.8% | +68.5% |
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