+55.0%
HST vs FROG
+72.4%
-17.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -0.8% |
| 7D | -1.3% | +26.8% | -28.1% | -2.1% |
| 30D | +13.4% | +10.6% | +2.8% | +12.8% |
| 3M | +16.7% | +27.2% | -10.5% | +15.6% |
| 6M | +24.0% | +58.7% | -34.7% | +21.7% |
| YTD | +54.0% | +75.3% | -21.4% | +47.9% |
| 1Y | +55.0% | +71.1% | -16.0% | +48.8% |
| All | +55.0% | +72.4% | -17.4% | +48.8% |
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 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