+230.2%
HLT vs FROG
+22.3%
+207.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -5.0% | +1.3% | -6.3% | -5.4% |
| 3M | -10.4% | +11.1% | -21.5% | -12.0% |
| 6M | +3.2% | +108.3% | -105.1% | -6.8% |
| YTD | +6.7% | +39.6% | -32.8% | +0.3% |
| 1Y | +10.3% | +74.7% | -64.5% | -0.2% |
| 3Y | +99.3% | +224.1% | -124.8% | +59.0% |
| 5Y | +143.7% | +138.4% | +5.3% | +88.6% |
| All | +230.2% | +22.3% | +207.8% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling