+265.3%
HUT vs FROG
+83.7%
+181.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.7% |
| 7D | +17.8% | -11.3% | +29.1% | +20.1% |
| 30D | +0.8% | +3.6% | -2.8% | -0.2% |
| 3M | -26.8% | +1.7% | -28.5% | -27.7% |
| 6M | +72.6% | +123.5% | -51.0% | +45.3% |
| YTD | +103.6% | +40.2% | +63.4% | +90.1% |
| 1Y | +265.3% | +81.0% | +184.3% | +226.1% |
| All | +265.3% | +83.7% | +181.5% | +226.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling