-27.1%
JHX vs FROG
+136.2%
-163.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -9.3% | +3.0% | -12.3% | -10.1% |
| 3M | +28.1% | +10.3% | +17.8% | +24.6% |
| 6M | +35.2% | +116.7% | -81.5% | +13.5% |
| YTD | +35.9% | +41.9% | -6.1% | +22.2% |
| 1Y | +42.5% | +78.5% | -36.0% | +20.2% |
| 3Y | -4.5% | +224.1% | -228.6% | -34.3% |
| 5Y | -27.1% | +142.4% | -169.5% | -50.1% |
| All | -27.1% | +136.2% | -163.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling