-72.7%
GRAB vs HDB
-30.7%
-42.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -3.9% |
| 7D | -6.1% | -2.0% | -4.0% | -5.3% |
| 30D | -11.2% | -4.9% | -6.3% | -9.6% |
| 3M | -2.4% | -2.3% | -0.1% | -2.2% |
| 6M | -18.3% | -23.7% | +5.4% | -10.5% |
| YTD | -34.9% | -38.5% | +3.6% | -22.6% |
| 1Y | -37.4% | -36.5% | -0.9% | -26.7% |
| 3Y | -12.6% | -28.5% | +15.8% | -4.3% |
| 5Y | -69.7% | -37.4% | -32.4% | -67.8% |
| All | -72.7% | -30.7% | -42.0% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling