-71.2%
GRAB vs HIG
+116.1%
-187.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -10.8% | -1.5% | -9.4% | -10.4% |
| 30D | -15.5% | -0.4% | -15.2% | -15.5% |
| 3M | -9.0% | +6.7% | -15.6% | -10.9% |
| 6M | -21.6% | +2.0% | -23.6% | -22.3% |
| YTD | -38.9% | +0.3% | -39.2% | -39.2% |
| 1Y | -44.8% | +4.2% | -49.0% | -45.8% |
| 3Y | -18.4% | +102.2% | -120.7% | -34.3% |
| All | -71.2% | +116.1% | -187.3% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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