-72.0%
GRAB vs HDB
-38.6%
-33.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -12.0% | -6.2% | -5.8% | -9.5% |
| 30D | -19.5% | -6.2% | -13.3% | -17.3% |
| 3M | -8.0% | -5.9% | -2.1% | -6.3% |
| 6M | -22.2% | -25.9% | +3.7% | -12.4% |
| YTD | -39.7% | -40.2% | +0.6% | -25.4% |
| 1Y | -43.2% | -38.0% | -5.2% | -31.1% |
| 3Y | -19.1% | -30.5% | +11.4% | -9.2% |
| 5Y | -72.0% | -38.1% | -33.9% | -69.8% |
| All | -72.0% | -38.6% | -33.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling