-93.1%
HTZ vs FROG
+146.7%
-239.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +9.6% |
| 7D | +18.9% | -14.1% | +33.0% | +22.1% |
| 30D | +26.3% | -11.8% | +38.0% | +28.7% |
| 3M | +49.7% | +0.1% | +49.5% | +47.3% |
| 6M | -61.1% | +64.2% | -125.3% | -66.3% |
| YTD | -56.0% | +38.2% | -94.3% | -61.3% |
| 1Y | -66.4% | +85.4% | -151.8% | -72.7% |
| 3Y | -75.8% | +221.8% | -297.6% | -85.2% |
| 5Y | -93.1% | +143.6% | -236.6% | -95.3% |
| All | -93.1% | +146.7% | -239.8% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling