-41.9%
GRAB vs HRB
+16.9%
-58.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +7.6% |
| 7D | +22.2% | +16.0% | +6.1% | +22.1% |
| 30D | +6.0% | +32.1% | -26.1% | +6.1% |
| 3M | -9.7% | +21.5% | -31.2% | -9.5% |
| 6M | -7.2% | +82.1% | -89.3% | -6.3% |
| YTD | -32.7% | +31.6% | -64.3% | -39.7% |
| 1Y | -41.9% | +15.9% | -57.8% | -50.5% |
| All | -41.9% | +16.9% | -58.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling