+36.8%
HST vs FROG
+73.1%
-36.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | -0.1% |
| 30D | -2.8% | -0.9% | -1.8% | -2.8% |
| 3M | -6.5% | +7.5% | -13.9% | -7.0% |
| 6M | +20.7% | +107.0% | -86.3% | +14.6% |
| YTD | +30.5% | +39.8% | -9.4% | +26.6% |
| 1Y | +36.8% | +74.8% | -38.0% | +26.9% |
| All | +36.8% | +73.1% | -36.3% | +26.9% |
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