+3.1%
HON vs FROG
+133.6%
-130.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -0.6% | -4.8% | +4.3% | -0.3% |
| 30D | -15.4% | -0.9% | -14.4% | -15.4% |
| 3M | -9.1% | +7.5% | -16.6% | -9.8% |
| 6M | -17.1% | +107.0% | -124.1% | -21.4% |
| YTD | +1.5% | +39.8% | -38.3% | -1.6% |
| 1Y | -1.3% | +74.8% | -76.1% | -6.7% |
| 3Y | +19.5% | +219.3% | -199.7% | +2.7% |
| 5Y | +3.1% | +133.0% | -129.9% | -10.0% |
| All | +3.1% | +133.6% | -130.5% | -10.0% |
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