-74.3%
GRAB vs BHP
+147.1%
-221.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -10.8% | -3.6% | -7.2% | -9.8% |
| 30D | -15.5% | -1.2% | -14.3% | -15.4% |
| 3M | -9.0% | +1.2% | -10.2% | -9.9% |
| 6M | -21.6% | +21.4% | -43.0% | -27.4% |
| YTD | -38.9% | +50.4% | -89.3% | -47.7% |
| 1Y | -44.8% | +67.5% | -112.4% | -54.5% |
| 3Y | -18.4% | +72.8% | -91.3% | -34.9% |
| 5Y | -71.6% | +112.6% | -184.2% | -78.2% |
| All | -74.3% | +147.1% | -221.4% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling