+161.5%
HST vs FROG
+41.7%
+119.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.4% | -4.0% |
| 7D | -2.7% | +7.0% | -9.7% | -4.1% |
| 30D | +10.7% | +2.9% | +7.8% | +9.4% |
| 3M | +6.3% | +21.6% | -15.4% | +2.5% |
| 6M | +19.0% | +87.7% | -68.7% | +7.4% |
| YTD | +47.0% | +61.7% | -14.6% | +33.5% |
| 1Y | +53.4% | +113.7% | -60.2% | +32.9% |
| 3Y | +78.0% | +267.7% | -189.7% | +37.2% |
| 5Y | +71.7% | +158.8% | -87.1% | +26.1% |
| All | +161.5% | +41.7% | +119.8% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling