+168.5%
HST vs FROG
+51.8%
+116.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.9% |
| 7D | -1.1% | +27.1% | -28.2% | -4.4% |
| 30D | +11.6% | +5.8% | +5.8% | +10.0% |
| 3M | +9.5% | +20.8% | -11.3% | +5.8% |
| 6M | +18.9% | +53.3% | -34.4% | +10.7% |
| YTD | +51.0% | +73.2% | -22.2% | +36.0% |
| 1Y | +53.0% | +80.3% | -27.3% | +36.7% |
| 3Y | +87.5% | +318.3% | -230.8% | +42.2% |
| 5Y | +76.7% | +179.9% | -103.2% | +28.8% |
| All | +168.5% | +51.8% | +116.7% | +91.8% |
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