+3.3%
HWM vs FROG
+78.6%
-75.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.1% | +5.1% |
| 7D | +1.6% | +27.1% | -25.5% | +1.4% |
| 30D | -3.9% | +5.8% | -9.8% | -4.6% |
| 3M | -23.2% | +20.8% | -44.1% | -23.5% |
| 6M | -20.0% | +53.3% | -73.3% | -19.6% |
| YTD | +5.7% | +73.2% | -67.5% | +7.3% |
| All | +3.3% | +78.6% | -75.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling