+93.9%
HAS vs FROG
+51.8%
+42.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | +1.2% |
| 7D | +2.2% | +27.1% | -24.9% | 0.0% |
| 30D | +29.6% | +5.8% | +23.8% | +28.4% |
| 3M | +30.3% | +20.8% | +9.4% | +27.5% |
| 6M | +25.6% | +53.3% | -27.7% | +19.7% |
| YTD | +50.8% | +73.2% | -22.4% | +40.4% |
| 1Y | +63.0% | +80.3% | -17.3% | +50.9% |
| 3Y | +211.6% | +318.3% | -106.8% | +155.4% |
| 5Y | +50.4% | +179.9% | -129.5% | +20.3% |
| All | +93.9% | +51.8% | +42.1% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling