-72.8%
GRAB vs HST
+127.0%
-199.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | -6.9% | +3.6% | -10.5% | -8.3% |
| 30D | +8.7% | +9.9% | -1.2% | +4.3% |
| 3M | -10.2% | +12.9% | -23.2% | -15.0% |
| 6M | -11.0% | +22.9% | -33.9% | -19.1% |
| YTD | -35.1% | +52.4% | -87.5% | -46.3% |
| 1Y | -44.0% | +52.5% | -96.6% | -53.8% |
| 3Y | -0.9% | +87.4% | -88.3% | -27.3% |
| 5Y | -80.2% | +82.9% | -163.1% | -85.5% |
| All | -72.8% | +127.0% | -199.8% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling