-41.9%
GRAB vs HST
+76.4%
-118.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +7.3% |
| 7D | +22.2% | +3.3% | +18.9% | +21.1% |
| 30D | +6.0% | +16.4% | -10.4% | +1.5% |
| 3M | -9.7% | +5.5% | -15.1% | -11.1% |
| 6M | -7.2% | +31.1% | -38.3% | -15.8% |
| YTD | -32.7% | +55.9% | -88.6% | -41.1% |
| 1Y | -41.9% | +75.6% | -117.5% | -50.4% |
| All | -41.9% | +76.4% | -118.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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