-41.5%
GRAB vs HST
+53.2%
-94.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.0% | +3.6% | -8.6% | -5.9% |
| 30D | +11.3% | +11.2% | +0.1% | +7.8% |
| 3M | -12.4% | +13.1% | -25.5% | -15.8% |
| 6M | -10.7% | +23.9% | -34.7% | -17.8% |
| YTD | -35.1% | +52.3% | -87.4% | -42.4% |
| 1Y | -41.5% | +56.7% | -98.2% | -47.9% |
| All | -41.5% | +53.2% | -94.7% | -47.9% |
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