+49.9%
HON vs FROG
+55.2%
-5.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +3.6% | +48.2% | -44.7% | +1.2% |
| 30D | +7.8% | +11.4% | -3.6% | +6.7% |
| 3M | -4.8% | +28.5% | -33.3% | -6.5% |
| 6M | -1.7% | +63.7% | -65.4% | -4.8% |
| YTD | +10.7% | +77.1% | -66.4% | +6.1% |
| 1Y | +7.8% | +79.3% | -71.6% | +3.1% |
| 3Y | +28.1% | +323.8% | -295.7% | +12.6% |
| 5Y | +12.2% | +198.9% | -186.8% | -2.8% |
| All | +49.9% | +55.2% | -5.2% | +31.4% |
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 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