+93.3%
HAS vs FROG
+59.4%
+33.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +1.4% | +12.5% | -11.1% | +0.5% |
| 30D | +26.3% | +23.5% | +2.8% | +23.7% |
| 3M | +25.6% | +19.4% | +6.2% | +23.1% |
| 6M | +30.3% | +77.0% | -46.8% | +22.6% |
| YTD | +50.4% | +81.9% | -31.5% | +39.5% |
| 1Y | +57.7% | +90.7% | -33.0% | +45.4% |
| 3Y | +213.4% | +328.5% | -115.1% | +156.6% |
| 5Y | +49.1% | +207.0% | -157.9% | +18.8% |
| All | +93.3% | +59.4% | +33.9% | +55.5% |
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