-0.7%
HSY vs FROG
+299.7%
-300.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | 0.0% |
| 7D | +3.8% | +17.0% | -13.2% | +5.1% |
| 30D | +6.9% | +1.3% | +5.6% | +7.5% |
| 3M | -4.1% | +17.5% | -21.5% | -2.5% |
| 6M | -5.0% | +46.8% | -51.8% | -2.0% |
| YTD | -2.3% | +65.8% | -68.1% | +2.3% |
| 1Y | +6.1% | +61.0% | -54.9% | +11.0% |
| 3Y | -0.7% | +296.7% | -297.4% | +1.6% |
| All | -0.7% | +299.7% | -300.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling