-74.3%
GRAB vs FHN
+140.2%
-214.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -10.8% | -1.2% | -9.6% | -10.6% |
| 30D | -15.5% | -4.8% | -10.7% | -14.8% |
| 3M | -9.0% | -0.7% | -8.2% | -8.9% |
| 6M | -21.6% | +10.6% | -32.2% | -23.0% |
| YTD | -38.9% | +4.6% | -43.5% | -39.5% |
| 1Y | -44.8% | +11.4% | -56.2% | -46.1% |
| 3Y | -18.4% | +132.3% | -150.7% | -27.4% |
| 5Y | -71.6% | +90.2% | -161.8% | -74.1% |
| All | -74.3% | +140.2% | -214.6% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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