+325.8%
HWM vs FROG
+274.0%
+51.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +35.3% | -32.9% | +0.2% |
| 7D | +3.3% | +7.0% | -3.7% | +2.4% |
| 30D | -7.6% | +2.9% | -10.5% | -8.3% |
| 3M | -28.9% | +21.6% | -50.5% | -30.5% |
| 6M | -19.7% | +87.7% | -107.3% | -24.7% |
| YTD | +0.5% | +61.7% | -61.1% | -5.0% |
| 1Y | +0.3% | +113.7% | -113.4% | -9.3% |
| 3Y | +325.8% | +267.7% | +58.1% | +247.2% |
| All | +325.8% | +274.0% | +51.8% | +247.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling