-71.2%
GRAB vs HRB
+114.1%
-185.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -10.8% | -8.0% | -2.8% | -10.8% |
| 30D | -15.5% | -16.0% | +0.5% | -15.5% |
| 3M | -9.0% | +26.9% | -35.8% | -9.0% |
| 6M | -21.6% | +51.1% | -72.7% | -21.7% |
| YTD | -38.9% | +7.1% | -45.9% | -39.0% |
| 1Y | -44.8% | -9.6% | -35.2% | -44.9% |
| 3Y | -18.4% | +25.4% | -43.9% | -21.3% |
| All | -71.2% | +114.1% | -185.3% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling