-70.7%
GRAB vs ALHC
-28.9%
-41.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -8.6% | -1.0% | -7.5% | -8.6% |
| 3M | -1.2% | -10.2% | +9.0% | -1.5% |
| 6M | -16.6% | -28.3% | +11.7% | -14.5% |
| YTD | -31.5% | -31.4% | 0.0% | -29.6% |
| 1Y | -32.3% | -16.9% | -15.3% | -32.9% |
| 3Y | -10.7% | +135.5% | -146.2% | -35.2% |
| 5Y | -67.9% | -33.6% | -34.2% | -70.8% |
| All | -70.7% | -28.9% | -41.8% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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