-74.3%
GRAB vs HDB
-28.0%
-46.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.5% | -1.2% |
| 7D | -10.8% | +0.7% | -11.5% | -11.1% |
| 30D | -15.5% | +1.0% | -16.5% | -15.9% |
| 3M | -9.0% | -2.0% | -7.0% | -8.9% |
| 6M | -21.6% | -18.1% | -3.5% | -16.3% |
| YTD | -38.9% | -36.1% | -2.8% | -28.4% |
| 1Y | -44.8% | -34.0% | -10.8% | -36.3% |
| 3Y | -18.4% | -26.7% | +8.2% | -11.4% |
| 5Y | -71.6% | -33.9% | -37.7% | -70.3% |
| All | -74.3% | -28.0% | -46.3% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling