-33.8%
HUT vs FROG
+160.8%
-194.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +35.3% | -20.7% | -2.1% |
| 7D | -11.4% | +7.0% | -18.3% | -15.1% |
| 30D | -41.0% | +2.9% | -43.9% | -42.4% |
| 3M | -41.9% | +21.6% | -63.5% | -49.3% |
| 6M | -51.7% | +87.7% | -139.3% | -67.6% |
| YTD | +14.6% | +61.7% | -47.1% | -21.6% |
| 1Y | +21.4% | +113.7% | -92.3% | -31.7% |
| 3Y | +359.8% | +267.7% | +92.1% | +43.6% |
| All | -33.8% | +160.8% | -194.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling