+12.9%
HAS vs FROG
+129.7%
-116.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | -1.8% | -11.3% | +9.5% | -0.7% |
| 30D | +2.3% | +3.6% | -1.4% | +1.6% |
| 3M | +10.4% | +1.7% | +8.7% | +9.4% |
| 6M | -3.2% | +123.5% | -126.8% | -13.4% |
| YTD | +15.4% | +40.2% | -24.8% | +8.5% |
| 1Y | +18.8% | +81.0% | -62.2% | +7.0% |
| 3Y | +43.9% | +194.8% | -150.8% | +14.9% |
| All | +12.9% | +129.7% | -116.8% | -11.2% |
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