-18.7%
GRAB vs HST
+65.3%
-84.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.3% | -6.4% |
| 7D | -13.9% | -0.3% | -13.6% | -13.8% |
| 30D | -17.2% | -2.8% | -14.4% | -16.3% |
| 3M | -7.9% | -6.5% | -1.4% | -5.8% |
| 6M | -23.2% | +20.7% | -43.9% | -29.7% |
| YTD | -39.1% | +30.5% | -69.5% | -46.1% |
| 1Y | -42.5% | +36.8% | -79.3% | -50.3% |
| All | -18.7% | +65.3% | -84.0% | -42.0% |
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