-71.2%
GRAB vs HST
+94.4%
-165.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | -1.0% | -4.2% | -4.8% |
| 30D | -8.6% | -12.3% | +3.7% | -3.6% |
| 3M | -1.2% | -6.4% | +5.2% | +1.2% |
| 6M | -16.6% | +15.0% | -31.6% | -21.9% |
| YTD | -31.5% | +30.5% | -62.0% | -39.3% |
| 1Y | -32.3% | +35.7% | -67.9% | -41.3% |
| 3Y | -10.7% | +68.4% | -79.1% | -31.4% |
| 5Y | -67.9% | +73.1% | -141.0% | -75.2% |
| All | -71.2% | +94.4% | -165.6% | -78.2% |
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