-73.2%
HTZ vs FROG
+58.5%
-131.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -13.6% | -7.2% | -19.6% |
| 7D | -7.7% | -24.5% | +16.8% | -5.8% |
| 30D | -13.1% | -24.3% | +11.1% | -11.5% |
| 3M | +14.7% | -11.7% | +26.5% | +15.9% |
| 6M | -70.6% | +37.1% | -107.8% | -71.7% |
| YTD | -65.2% | +19.5% | -84.6% | -65.9% |
| 1Y | -73.2% | +61.8% | -135.0% | -76.2% |
| All | -73.2% | +58.5% | -131.7% | -76.2% |
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