+39.2%
HSY vs FROG
+22.5%
+16.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -3.0% | -4.8% | +1.9% | -3.1% |
| 30D | -5.0% | -0.9% | -4.1% | -5.0% |
| 3M | -1.3% | +7.5% | -8.8% | -0.9% |
| 6M | -21.5% | +107.0% | -128.5% | -19.7% |
| YTD | -3.3% | +39.8% | -43.1% | -1.6% |
| 1Y | -5.5% | +74.8% | -80.3% | -3.5% |
| 3Y | -9.9% | +219.3% | -229.2% | -7.4% |
| 5Y | +11.3% | +133.0% | -121.6% | +14.2% |
| All | +39.2% | +22.5% | +16.7% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling