-74.3%
GRAB vs HIG
+238.2%
-312.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -10.8% | -1.5% | -9.4% | -10.5% |
| 30D | -15.5% | -0.4% | -15.2% | -15.5% |
| 3M | -9.0% | +6.7% | -15.6% | -10.3% |
| 6M | -21.6% | +2.0% | -23.6% | -22.1% |
| YTD | -38.9% | +0.3% | -39.2% | -39.1% |
| 1Y | -44.8% | +4.2% | -49.0% | -45.6% |
| 3Y | -18.4% | +102.2% | -120.7% | -28.9% |
| 5Y | -71.6% | +118.5% | -190.1% | -75.4% |
| All | -74.3% | +238.2% | -312.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling