+47.7%
HAS vs FROG
+207.6%
-159.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +1.4% | +12.5% | -11.1% | +0.3% |
| 30D | +26.3% | +23.5% | +2.8% | +23.2% |
| 3M | +25.6% | +19.4% | +6.2% | +22.6% |
| 6M | +30.3% | +77.0% | -46.8% | +20.9% |
| YTD | +50.4% | +81.9% | -31.5% | +37.1% |
| 1Y | +57.7% | +90.7% | -33.0% | +42.7% |
| 3Y | +213.4% | +328.5% | -115.1% | +138.2% |
| All | +47.7% | +207.6% | -159.9% | +10.1% |
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