+87.5%
HST vs FROG
+335.2%
-247.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.3% |
| 7D | +3.6% | +12.5% | -8.9% | +2.5% |
| 30D | +11.2% | +23.5% | -12.3% | +8.6% |
| 3M | +13.1% | +19.4% | -6.3% | +10.5% |
| 6M | +23.9% | +77.0% | -53.1% | +15.6% |
| YTD | +52.3% | +81.9% | -29.6% | +39.9% |
| 1Y | +56.7% | +90.7% | -34.0% | +42.8% |
| 3Y | +87.5% | +328.5% | -241.0% | +46.1% |
| All | +87.5% | +335.2% | -247.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling