+1,151.6%
HWM vs FROG
+21.7%
+1,129.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.6% |
| 7D | -9.2% | -5.5% | -3.7% | -8.7% |
| 30D | -17.9% | -3.1% | -14.7% | -17.8% |
| 3M | -6.0% | +1.2% | -7.3% | -6.7% |
| 6M | -7.4% | +113.7% | -121.0% | -15.3% |
| YTD | +13.1% | +38.9% | -25.8% | +7.4% |
| 1Y | +29.3% | +72.0% | -42.7% | +18.9% |
| 3Y | +389.9% | +217.1% | +172.8% | +307.3% |
| 5Y | +655.5% | +130.6% | +524.9% | +510.1% |
| All | +1,151.6% | +21.7% | +1,129.9% | +902.5% |
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 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