-72.8%
GRAB vs HAS
+59.6%
-132.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | +11.3% | +26.3% | -14.9% | +2.3% |
| 3M | -12.4% | +25.6% | -38.0% | -19.4% |
| 6M | -10.7% | +30.3% | -41.0% | -19.4% |
| YTD | -35.1% | +50.4% | -85.4% | -44.8% |
| 1Y | -41.5% | +57.7% | -99.2% | -51.2% |
| 3Y | -2.7% | +213.4% | -216.1% | -43.0% |
| 5Y | -80.2% | +49.1% | -129.3% | -83.0% |
| All | -72.8% | +59.6% | -132.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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