+40.6%
HSY vs FROG
+45.3%
-4.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.1% |
| 7D | +3.8% | +17.0% | -13.2% | +4.6% |
| 30D | +6.9% | +1.3% | +5.6% | +7.3% |
| 3M | -4.1% | +17.5% | -21.5% | -3.1% |
| 6M | -5.0% | +46.8% | -51.8% | -3.2% |
| YTD | -2.3% | +65.8% | -68.1% | +0.4% |
| 1Y | +6.1% | +61.0% | -54.9% | +8.9% |
| 3Y | -0.7% | +296.7% | -297.4% | +3.2% |
| 5Y | +9.9% | +177.8% | -168.0% | +13.9% |
| All | +40.6% | +45.3% | -4.7% | +47.5% |
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 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