+132.3%
HST vs FROG
+21.7%
+110.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.0% | -5.5% | +7.5% | +2.7% |
| 30D | -5.2% | -3.1% | -2.1% | -5.1% |
| 3M | -6.2% | +1.2% | -7.5% | -7.1% |
| 6M | +20.4% | +113.7% | -93.2% | +7.3% |
| YTD | +30.6% | +38.9% | -8.2% | +21.9% |
| 1Y | +37.4% | +72.0% | -34.6% | +23.4% |
| 3Y | +66.1% | +217.1% | -151.0% | +31.2% |
| 5Y | +73.7% | +130.6% | -56.9% | +31.2% |
| All | +132.3% | +21.7% | +110.6% | +72.0% |
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