+75.6%
HST vs FROG
+83.7%
-8.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +3.3% | -14.1% | +17.4% | +3.9% |
| 30D | +16.4% | -11.8% | +28.1% | +16.8% |
| 3M | +5.5% | +0.1% | +5.3% | +5.2% |
| 6M | +31.1% | +64.2% | -33.1% | +26.9% |
| YTD | +55.9% | +38.2% | +17.7% | +51.6% |
| 1Y | +75.6% | +85.4% | -9.8% | +63.2% |
| All | +75.6% | +83.7% | -8.1% | +63.2% |
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 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