-74.4%
GRAB vs FHN
+139.7%
-214.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -13.9% | 0.0% | -13.9% | -13.9% |
| 30D | -17.2% | -2.6% | -14.6% | -16.8% |
| 3M | -7.9% | 0.0% | -7.9% | -8.0% |
| 6M | -23.2% | +9.2% | -32.5% | -24.5% |
| YTD | -39.1% | +4.3% | -43.4% | -39.7% |
| 1Y | -42.5% | +10.8% | -53.3% | -43.7% |
| 3Y | -18.3% | +130.7% | -149.0% | -27.2% |
| 5Y | -71.7% | +87.4% | -159.1% | -74.1% |
| All | -74.4% | +139.7% | -214.1% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling