-74.3%
GRAB vs HUBB
+210.1%
-284.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.8% |
| 7D | -10.8% | -0.1% | -10.7% | -10.8% |
| 30D | -15.5% | -10.0% | -5.6% | -12.8% |
| 3M | -9.0% | -1.6% | -7.4% | -9.2% |
| 6M | -21.6% | -3.1% | -18.5% | -21.8% |
| YTD | -38.9% | +4.6% | -43.5% | -40.7% |
| 1Y | -44.8% | +3.3% | -48.2% | -46.4% |
| 3Y | -18.4% | +46.6% | -65.0% | -30.7% |
| 5Y | -71.6% | +158.7% | -230.3% | -80.0% |
| All | -74.3% | +210.1% | -284.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling