-74.3%
GRAB vs HST
+96.1%
-170.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.1% |
| 7D | -10.8% | +0.9% | -11.7% | -11.1% |
| 30D | -15.5% | -2.5% | -13.1% | -14.7% |
| 3M | -9.0% | -5.1% | -3.8% | -7.3% |
| 6M | -21.6% | +21.6% | -43.2% | -28.3% |
| YTD | -38.9% | +31.6% | -70.5% | -46.1% |
| 1Y | -44.8% | +36.1% | -81.0% | -52.2% |
| 3Y | -18.4% | +66.5% | -84.9% | -37.0% |
| 5Y | -71.6% | +76.6% | -148.2% | -78.2% |
| All | -74.3% | +96.1% | -170.4% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling