+2,384.6%
HUT vs FROG
+22.9%
+2,361.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +7.4% |
| 7D | +17.8% | -11.3% | +29.1% | +22.9% |
| 30D | +0.8% | +3.6% | -2.8% | -2.0% |
| 3M | -26.8% | +1.7% | -28.5% | -28.6% |
| 6M | +72.6% | +123.5% | -51.0% | +18.0% |
| YTD | +103.6% | +40.2% | +63.4% | +63.4% |
| 1Y | +265.3% | +81.0% | +184.3% | +158.1% |
| 3Y | +689.4% | +194.8% | +494.7% | +300.5% |
| 5Y | +75.3% | +131.8% | -56.5% | -17.8% |
| All | +2,384.6% | +22.9% | +2,361.7% | +971.9% |
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