-58.5%
HUBS vs FROG
+218.8%
-277.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -9.0% | -0.5% | -8.5% | -8.9% |
| 30D | +7.2% | +1.3% | +5.9% | +6.8% |
| 3M | +20.9% | +11.1% | +9.8% | +17.1% |
| 6M | -13.0% | +108.3% | -121.3% | -28.3% |
| YTD | -43.8% | +39.6% | -83.4% | -49.7% |
| 1Y | -54.6% | +74.7% | -129.4% | -61.7% |
| 3Y | -58.5% | +224.1% | -282.5% | -69.8% |
| All | -58.5% | +218.8% | -277.2% | -69.8% |
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 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