+50.1%
HST vs FROG
+78.6%
-28.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.4% |
| 7D | -1.1% | +27.1% | -28.2% | -1.9% |
| 30D | +11.6% | +5.8% | +5.8% | +11.1% |
| 3M | +9.5% | +20.8% | -11.3% | +8.6% |
| 6M | +18.9% | +53.3% | -34.4% | +16.9% |
| YTD | +51.0% | +73.2% | -22.2% | +45.1% |
| All | +50.1% | +78.6% | -28.5% | +44.2% |
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