-71.7%
GRAB vs HST
+75.9%
-147.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.3% | -6.4% |
| 7D | -13.9% | -0.3% | -13.6% | -13.7% |
| 30D | -17.2% | -2.8% | -14.4% | -16.2% |
| 3M | -7.9% | -6.5% | -1.4% | -5.4% |
| 6M | -23.2% | +20.7% | -43.9% | -30.3% |
| YTD | -39.1% | +30.5% | -69.5% | -46.9% |
| 1Y | -42.5% | +36.8% | -79.3% | -51.2% |
| 3Y | -18.3% | +65.9% | -84.2% | -39.2% |
| 5Y | -71.7% | +73.9% | -145.6% | -78.9% |
| All | -71.7% | +75.9% | -147.6% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling