-18.4%
GRAB vs HDB
-26.2%
+7.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.5% | -0.7% |
| 7D | -10.8% | +0.7% | -11.5% | -11.0% |
| 30D | -15.5% | +1.0% | -16.5% | -15.8% |
| 3M | -9.0% | -2.0% | -7.0% | -9.0% |
| 6M | -21.6% | -18.1% | -3.5% | -17.6% |
| YTD | -38.9% | -36.1% | -2.8% | -31.2% |
| 1Y | -44.8% | -34.0% | -10.8% | -38.6% |
| 3Y | -18.4% | -26.7% | +8.2% | -12.6% |
| All | -18.4% | -26.2% | +7.8% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling