-74.4%
GRAB vs HRB
+193.4%
-267.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.8% | -6.5% |
| 7D | -13.9% | -10.6% | -3.3% | -14.1% |
| 30D | -17.2% | -0.8% | -16.3% | -17.1% |
| 3M | -7.9% | +19.1% | -26.9% | -7.4% |
| 6M | -23.2% | +48.7% | -71.9% | -22.2% |
| YTD | -39.1% | +7.1% | -46.2% | -39.1% |
| 1Y | -42.5% | -8.3% | -34.2% | -42.8% |
| 3Y | -18.3% | +25.8% | -44.1% | -18.9% |
| 5Y | -71.7% | +111.1% | -182.8% | -69.7% |
| All | -74.4% | +193.4% | -267.8% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling