+48.9%
HAS vs FROG
+199.5%
-150.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +1.6% | +48.2% | -46.6% | -2.2% |
| 30D | +26.6% | +11.4% | +15.2% | +24.7% |
| 3M | +29.0% | +28.5% | +0.4% | +24.9% |
| 6M | +30.6% | +63.7% | -33.2% | +22.2% |
| YTD | +51.5% | +77.1% | -25.6% | +38.5% |
| 1Y | +58.5% | +79.3% | -20.9% | +44.4% |
| 3Y | +214.1% | +323.8% | -109.6% | +138.6% |
| All | +48.9% | +199.5% | -150.6% | +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