+1,106.9%
HWM vs FROG
+55.2%
+1,051.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +11.1% | +48.2% | -37.1% | +7.1% |
| 30D | +3.0% | +11.4% | -8.4% | +1.3% |
| 3M | -20.7% | +28.5% | -49.3% | -23.2% |
| 6M | -17.2% | +63.7% | -80.9% | -22.1% |
| YTD | +9.1% | +77.1% | -68.0% | +0.5% |
| 1Y | +9.0% | +79.3% | -70.3% | +0.3% |
| 3Y | +353.8% | +323.8% | +30.1% | +265.9% |
| 5Y | +608.0% | +198.9% | +409.1% | +456.3% |
| All | +1,106.9% | +55.2% | +1,051.7% | +838.9% |
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