-32.3%
GRAB vs HDB
-34.6%
+2.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -8.6% | -2.8% | -5.7% | -7.9% |
| 3M | -1.2% | -3.5% | +2.4% | -1.3% |
| 6M | -16.6% | -24.7% | +8.1% | -10.1% |
| YTD | -31.5% | -36.6% | +5.1% | -24.0% |
| 1Y | -32.3% | -34.4% | +2.1% | -25.0% |
| All | -32.3% | -34.6% | +2.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling