+441.1%
HWM vs FROG
+198.7%
+242.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.2% |
| 7D | -2.1% | -11.3% | +9.2% | -1.2% |
| 30D | -11.0% | +3.6% | -14.6% | -11.5% |
| 3M | +4.0% | +1.7% | +2.4% | +3.3% |
| 6M | -0.2% | +123.5% | -123.7% | -9.3% |
| YTD | +26.7% | +40.2% | -13.6% | +20.7% |
| 1Y | +44.7% | +81.0% | -36.3% | +31.6% |
| All | +441.1% | +198.7% | +242.4% | +288.9% |
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 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