-91.6%
HTZ vs FROG
+89.8%
-181.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +9.6% |
| 7D | +18.9% | -14.1% | +33.0% | +21.9% |
| 30D | +26.3% | -11.8% | +38.0% | +28.6% |
| 3M | +49.7% | +0.1% | +49.5% | +47.4% |
| 6M | -61.1% | +64.2% | -125.3% | -66.0% |
| YTD | -56.0% | +38.2% | -94.3% | -61.0% |
| 1Y | -66.4% | +85.4% | -151.8% | -72.4% |
| 3Y | -75.8% | +221.8% | -297.6% | -84.5% |
| 5Y | -93.1% | +143.6% | -236.6% | -95.6% |
| All | -91.6% | +89.8% | -181.4% | -94.8% |
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