+8.6%
HUM vs FROG
+22.3%
-13.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +3.9% | +2.3% |
| 7D | +2.1% | -0.5% | +2.5% | +2.1% |
| 30D | +5.4% | +1.3% | +4.1% | +5.2% |
| 3M | +11.4% | +11.1% | +0.3% | +10.8% |
| 6M | +141.5% | +108.3% | +33.2% | +136.0% |
| YTD | +61.2% | +39.6% | +21.6% | +58.1% |
| 1Y | +49.2% | +74.7% | -25.6% | +45.6% |
| 3Y | -9.0% | +224.1% | -233.1% | -11.5% |
| 5Y | +7.2% | +138.4% | -131.2% | +2.1% |
| All | +8.6% | +22.3% | -13.7% | +4.2% |
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 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