-71.2%
GRAB vs HBM
+327.6%
-398.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -10.8% | -3.3% | -7.5% | -10.3% |
| 30D | -15.5% | -4.8% | -10.7% | -14.9% |
| 3M | -9.0% | -0.4% | -8.5% | -10.2% |
| 6M | -21.6% | +17.9% | -39.5% | -26.8% |
| YTD | -38.9% | +33.7% | -72.6% | -45.6% |
| 1Y | -44.8% | +95.6% | -140.4% | -55.8% |
| 3Y | -18.4% | +458.1% | -476.6% | -53.4% |
| All | -71.2% | +327.6% | -398.8% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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