+51.5%
HAS vs FROG
+170.5%
-119.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.1% |
| 7D | +3.3% | +17.0% | -13.8% | +1.4% |
| 30D | +30.5% | +1.3% | +29.2% | +29.6% |
| 3M | +29.9% | +17.5% | +12.4% | +26.8% |
| 6M | +26.5% | +46.8% | -20.2% | +19.7% |
| YTD | +51.9% | +65.8% | -13.8% | +39.7% |
| 1Y | +60.9% | +61.0% | -0.1% | +48.3% |
| 3Y | +215.0% | +296.7% | -81.8% | +140.8% |
| 5Y | +51.5% | +177.8% | -126.3% | +14.3% |
| All | +51.5% | +170.5% | -119.0% | +14.3% |
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