+1,013.3%
HWM vs FROG
+41.7%
+971.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.8% | -0.5% |
| 7D | +3.4% | +7.0% | -3.6% | +2.3% |
| 30D | -7.5% | +2.9% | -10.4% | -8.4% |
| 3M | -28.9% | +21.6% | -50.5% | -30.9% |
| 6M | -19.6% | +87.7% | -107.3% | -25.6% |
| YTD | +0.6% | +61.7% | -61.1% | -6.5% |
| 1Y | +0.3% | +113.7% | -113.3% | -10.3% |
| 3Y | +326.1% | +267.7% | +58.4% | +248.1% |
| 5Y | +525.2% | +158.8% | +366.4% | +395.2% |
| All | +1,013.3% | +41.7% | +971.6% | +773.0% |
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 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