-41.9%
GRAB vs JHX
+44.7%
-86.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.3% | -0.6% | +5.2% |
| 7D | +22.2% | +13.3% | +8.9% | +17.8% |
| 30D | +6.0% | +17.1% | -11.1% | +1.2% |
| 3M | -9.7% | +4.1% | -13.8% | -10.9% |
| 6M | -7.2% | +48.5% | -55.7% | -15.9% |
| YTD | -32.7% | +42.3% | -74.9% | -39.9% |
| 1Y | -41.9% | +47.4% | -89.3% | -48.5% |
| All | -41.9% | +44.7% | -86.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling