-91.5%
HTZ vs FROG
+92.5%
-184.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.9% |
| 7D | +7.5% | -11.3% | +18.8% | +9.7% |
| 30D | +47.4% | +3.6% | +43.8% | +45.1% |
| 3M | -54.9% | +1.7% | -56.6% | -55.6% |
| 6M | -47.0% | +123.5% | -170.5% | -56.6% |
| YTD | -55.3% | +40.2% | -95.5% | -60.2% |
| 1Y | -57.6% | +81.0% | -138.6% | -64.9% |
| 3Y | -86.6% | +194.8% | -281.4% | -91.2% |
| 5Y | -86.1% | +131.8% | -217.9% | -91.2% |
| All | -91.5% | +92.5% | -184.0% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling