+132.1%
HST vs FROG
+22.9%
+109.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | -1.0% | -11.3% | +10.2% | +0.4% |
| 30D | -12.3% | +3.6% | -15.9% | -12.9% |
| 3M | -6.4% | +1.7% | -8.0% | -7.2% |
| 6M | +15.0% | +123.5% | -108.5% | +1.8% |
| YTD | +30.5% | +40.2% | -9.7% | +21.6% |
| 1Y | +35.7% | +81.0% | -45.3% | +21.0% |
| 3Y | +68.4% | +194.8% | -126.4% | +34.4% |
| 5Y | +73.1% | +131.8% | -58.7% | +30.6% |
| All | +132.1% | +22.9% | +109.2% | +71.6% |
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