-41.9%
GRAB vs THC
+46.1%
-88.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +9.6% | -1.9% | +6.4% |
| 7D | +22.2% | +8.8% | +13.3% | +20.8% |
| 30D | +6.0% | +12.6% | -6.6% | +4.5% |
| 3M | -9.7% | +15.4% | -25.0% | -11.4% |
| 6M | -7.2% | +57.7% | -64.9% | -12.4% |
| YTD | -32.7% | +47.1% | -79.7% | -35.6% |
| 1Y | -41.9% | +40.7% | -82.6% | -43.7% |
| All | -41.9% | +46.1% | -88.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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