-74.3%
GRAB vs THC
+717.6%
-792.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -0.5% | -10.3% | -10.8% |
| 30D | -15.5% | -1.2% | -14.4% | -15.4% |
| 3M | -9.0% | +52.3% | -61.2% | -16.8% |
| 6M | -21.6% | +12.4% | -34.0% | -24.1% |
| YTD | -38.9% | +32.7% | -71.6% | -43.0% |
| 1Y | -44.8% | +36.4% | -81.2% | -49.0% |
| 3Y | -18.4% | +259.3% | -277.7% | -40.6% |
| 5Y | -71.6% | +262.7% | -334.3% | -80.3% |
| All | -74.3% | +717.6% | -792.0% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling