-71.2%
GRAB vs FHN
+87.1%
-158.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -10.8% | -1.9% | -8.9% | -10.5% |
| 30D | -15.5% | -5.4% | -10.1% | -14.7% |
| 3M | -9.0% | -1.4% | -7.5% | -8.8% |
| 6M | -21.6% | +9.9% | -31.5% | -23.0% |
| YTD | -38.9% | +3.9% | -42.8% | -39.4% |
| 1Y | -44.8% | +10.6% | -55.4% | -46.0% |
| 3Y | -18.4% | +130.7% | -149.1% | -27.3% |
| All | -71.2% | +87.1% | -158.3% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling