+55.5%
JHX vs FROG
+83.7%
-28.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.8% |
| 7D | +1.5% | -11.3% | +12.8% | +2.2% |
| 30D | +7.2% | +3.6% | +3.5% | +6.9% |
| 3M | +29.9% | +1.7% | +28.3% | +29.5% |
| 6M | +35.4% | +123.5% | -88.2% | +28.6% |
| YTD | +46.5% | +40.2% | +6.2% | +40.4% |
| 1Y | +55.5% | +81.0% | -25.5% | +48.0% |
| All | +55.5% | +83.7% | -28.2% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling