+433.9%
THC vs FROG
+319.6%
+114.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.8% |
| 7D | +0.2% | +26.8% | -26.6% | -0.4% |
| 30D | +9.0% | +10.6% | -1.6% | +8.6% |
| 3M | +12.9% | +27.2% | -14.3% | +11.8% |
| 6M | +52.8% | +58.7% | -5.8% | +49.1% |
| YTD | +47.4% | +75.3% | -27.9% | +42.6% |
| 1Y | +47.7% | +71.1% | -23.4% | +43.1% |
| All | +433.9% | +319.6% | +114.4% | +337.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling