+47.4%
JHX vs FROG
+83.7%
-36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.4% |
| 7D | +13.3% | -14.1% | +27.3% | +13.8% |
| 30D | +17.1% | -11.8% | +28.9% | +17.5% |
| 3M | +4.1% | +0.1% | +4.0% | +3.7% |
| 6M | +48.5% | +64.2% | -15.7% | +44.4% |
| YTD | +42.3% | +38.2% | +4.0% | +36.1% |
| 1Y | +47.4% | +85.4% | -38.0% | +38.8% |
| All | +47.4% | +83.7% | -36.3% | +38.8% |
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