-16.9%
HUBS vs FROG
+22.5%
-39.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.5% |
| 7D | -6.2% | -4.8% | -1.4% | -4.4% |
| 30D | +6.6% | -0.9% | +7.6% | +6.8% |
| 3M | +16.4% | +7.5% | +9.0% | +11.7% |
| 6M | -19.7% | +107.0% | -126.8% | -42.6% |
| YTD | -42.6% | +39.8% | -82.4% | -52.7% |
| 1Y | -54.2% | +74.8% | -129.0% | -66.5% |
| 3Y | -57.1% | +219.3% | -276.4% | -79.4% |
| 5Y | -66.2% | +133.0% | -199.2% | -83.1% |
| All | -16.9% | +22.5% | -39.5% | -53.6% |
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