+103.4%
DHI vs GRAB
-74.3%
+177.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -3.4% | -10.8% | +7.4% | -2.4% |
| 30D | -5.4% | -15.5% | +10.1% | -3.9% |
| 3M | -10.4% | -9.0% | -1.5% | -9.7% |
| 6M | -2.8% | -21.6% | +18.8% | -0.6% |
| YTD | -3.4% | -38.9% | +35.5% | +0.7% |
| 1Y | -22.9% | -44.8% | +21.9% | -19.1% |
| 3Y | +20.7% | -18.4% | +39.1% | +19.9% |
| 5Y | +62.1% | -71.6% | +133.8% | +61.4% |
| All | +103.4% | -74.3% | +177.7% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 all: compounded portfolio wealth divided by compounded GRAB 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…
all analysis · Full analysis span regression · 6 months rolling