+30.8%
HON vs FROG
+299.7%
-268.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | -0.2% |
| 7D | +1.9% | +17.0% | -15.2% | +1.1% |
| 30D | +9.9% | +1.3% | +8.6% | +9.4% |
| 3M | -5.8% | +17.5% | -23.2% | -6.6% |
| 6M | +3.0% | +46.8% | -43.8% | +1.4% |
| YTD | +13.1% | +65.8% | -52.7% | +11.0% |
| 1Y | +13.2% | +61.0% | -47.8% | +11.2% |
| 3Y | +30.8% | +296.7% | -265.9% | +18.5% |
| All | +30.8% | +299.7% | -268.9% | +18.5% |
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