+8.3%
HSY vs FROG
+83.7%
-75.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +3.9% |
| 7D | +6.6% | -14.1% | +20.6% | +5.2% |
| 30D | +8.4% | -11.8% | +20.2% | +7.5% |
| 3M | -1.8% | +0.1% | -1.9% | -1.2% |
| 6M | -2.6% | +64.2% | -66.8% | +1.8% |
| YTD | -2.0% | +38.2% | -40.2% | +2.9% |
| 1Y | +8.3% | +85.4% | -77.1% | +13.5% |
| All | +8.3% | +83.7% | -75.4% | +13.5% |
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