-2.7%
GRAB vs HST
+87.2%
-89.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.0% | +3.6% | -8.6% | -6.3% |
| 30D | +11.3% | +11.2% | +0.1% | +6.7% |
| 3M | -12.4% | +13.1% | -25.5% | -16.7% |
| 6M | -10.7% | +23.9% | -34.7% | -18.7% |
| YTD | -35.1% | +52.3% | -87.4% | -45.7% |
| 1Y | -41.5% | +56.7% | -98.2% | -51.7% |
| 3Y | -2.7% | +87.5% | -90.2% | -31.6% |
| All | -2.7% | +87.2% | -89.9% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling