+35.7%
HST vs FROG
+83.7%
-48.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -1.0% | -11.3% | +10.2% | -0.5% |
| 30D | -12.3% | +3.6% | -15.9% | -12.5% |
| 3M | -6.4% | +1.7% | -8.0% | -6.6% |
| 6M | +15.0% | +123.5% | -108.5% | +8.9% |
| YTD | +30.5% | +40.2% | -9.7% | +26.7% |
| 1Y | +35.7% | +81.0% | -45.3% | +25.5% |
| All | +35.7% | +83.7% | -48.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling