+40.7%
HON vs FROG
+22.9%
+17.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.1% |
| 7D | -3.6% | -11.3% | +7.7% | -3.0% |
| 30D | -15.3% | +3.6% | -18.9% | -15.5% |
| 3M | -7.9% | +1.7% | -9.6% | -8.2% |
| 6M | -18.1% | +123.5% | -141.6% | -21.9% |
| YTD | +3.8% | +40.2% | -36.4% | +1.2% |
| 1Y | +0.5% | +81.0% | -80.5% | -4.2% |
| 3Y | +19.8% | +194.8% | -175.0% | +7.8% |
| 5Y | +2.9% | +131.8% | -128.9% | -9.4% |
| All | +40.7% | +22.9% | +17.7% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling