-43.2%
GRAB vs HST
+37.1%
-80.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -12.0% | +0.7% | -12.7% | -12.2% |
| 30D | -19.5% | -0.7% | -18.8% | -19.5% |
| 3M | -8.0% | -4.0% | -3.9% | -7.4% |
| 6M | -22.2% | +20.7% | -42.9% | -27.8% |
| YTD | -39.7% | +31.0% | -70.7% | -44.6% |
| 1Y | -43.2% | +36.2% | -79.4% | -49.1% |
| All | -43.2% | +37.1% | -80.3% | -49.1% |
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