+13.0%
HON vs FROG
+170.5%
-157.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | -0.1% |
| 7D | +1.9% | +17.0% | -15.2% | +0.6% |
| 30D | +9.9% | +1.3% | +8.6% | +9.2% |
| 3M | -5.8% | +17.5% | -23.2% | -7.3% |
| 6M | +3.0% | +46.8% | -43.8% | -0.2% |
| YTD | +13.1% | +65.8% | -52.7% | +8.0% |
| 1Y | +13.2% | +61.0% | -47.8% | +8.3% |
| 3Y | +30.8% | +296.7% | -265.9% | +10.8% |
| 5Y | +13.0% | +177.8% | -164.8% | -5.4% |
| All | +13.0% | +170.5% | -157.5% | -5.4% |
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 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