-19.5%
GRAB vs FHN
+130.7%
-150.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -12.0% | -0.8% | -11.2% | -11.7% |
| 30D | -19.5% | -2.6% | -16.9% | -18.9% |
| 3M | -8.0% | +0.8% | -8.8% | -8.4% |
| 6M | -22.2% | +9.2% | -31.4% | -24.7% |
| YTD | -39.7% | +5.1% | -44.8% | -41.0% |
| 1Y | -43.2% | +12.2% | -55.4% | -45.8% |
| All | -19.5% | +130.7% | -150.2% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling