-21.3%
HUT vs FROG
+207.6%
-228.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.7% | -9.8% | -8.4% |
| 7D | +9.3% | +12.5% | -3.2% | +3.4% |
| 30D | -23.1% | +23.5% | -46.6% | -31.2% |
| 3M | -30.6% | +19.4% | -50.0% | -38.0% |
| 6M | -46.9% | +77.0% | -123.9% | -62.0% |
| YTD | +25.3% | +81.9% | -56.6% | -18.8% |
| 1Y | +59.8% | +90.7% | -30.8% | +0.2% |
| 3Y | +467.2% | +328.5% | +138.7% | +63.7% |
| All | -21.3% | +207.6% | -228.9% | -74.7% |
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