+2,542.5%
HUT vs FROG
+21.7%
+2,520.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.3% | +6.7% |
| 7D | +28.3% | -5.5% | +33.8% | +30.8% |
| 30D | +12.3% | -3.1% | +15.4% | +12.2% |
| 3M | -16.8% | +1.2% | -18.1% | -18.9% |
| 6M | +111.4% | +113.7% | -2.3% | +47.4% |
| YTD | +116.6% | +38.9% | +77.7% | +74.4% |
| 1Y | +290.5% | +72.0% | +218.5% | +182.3% |
| 3Y | +792.3% | +217.1% | +575.2% | +335.8% |
| 5Y | +94.1% | +130.6% | -36.5% | -8.7% |
| All | +2,542.5% | +21.7% | +2,520.8% | +1,044.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling