+29.4%
HYG vs FROG
+21.7%
+7.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | 0.0% | -5.5% | +5.5% | +0.3% |
| 30D | -0.1% | -3.1% | +3.0% | 0.0% |
| 3M | +1.0% | +1.2% | -0.3% | +0.7% |
| 6M | +2.3% | +113.7% | -111.4% | -1.6% |
| YTD | +2.1% | +38.9% | -36.7% | -0.1% |
| 1Y | +3.8% | +72.0% | -68.2% | +0.2% |
| 3Y | +26.7% | +217.1% | -190.4% | +16.3% |
| 5Y | +19.3% | +130.6% | -111.3% | +8.2% |
| All | +29.4% | +21.7% | +7.7% | +18.2% |
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 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