+48.6%
HAS vs FROG
+160.8%
-112.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +35.3% | -35.9% | -3.5% |
| 7D | -0.2% | +7.0% | -7.1% | -1.2% |
| 30D | +31.0% | +2.9% | +28.1% | +29.9% |
| 3M | +30.7% | +21.6% | +9.1% | +27.1% |
| 6M | +23.9% | +87.7% | -63.8% | +13.6% |
| YTD | +48.3% | +61.7% | -13.4% | +36.7% |
| 1Y | +60.2% | +113.7% | -53.4% | +41.1% |
| 3Y | +189.2% | +267.7% | -78.5% | +123.7% |
| All | +48.6% | +160.8% | -112.2% | +12.4% |
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