+6.9%
HUM vs FROG
+21.7%
-14.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +2.1% | -5.5% | +7.6% | +2.3% |
| 30D | +4.7% | -3.1% | +7.8% | +4.7% |
| 3M | +13.5% | +1.2% | +12.3% | +13.2% |
| 6M | +126.7% | +113.7% | +13.0% | +121.5% |
| YTD | +58.5% | +38.9% | +19.7% | +55.6% |
| 1Y | +31.7% | +72.0% | -40.2% | +28.6% |
| 3Y | -10.6% | +217.1% | -227.7% | -13.0% |
| 5Y | +2.5% | +130.6% | -128.1% | -2.5% |
| All | +6.9% | +21.7% | -14.8% | +2.5% |
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