-18.7%
GRAB vs THC
+258.2%
-276.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.3% | -7.0% |
| 7D | -13.9% | +4.1% | -18.0% | -14.4% |
| 30D | -17.2% | +3.5% | -20.7% | -17.7% |
| 3M | -7.9% | +61.7% | -69.6% | -15.0% |
| 6M | -23.2% | +11.8% | -35.1% | -25.0% |
| YTD | -39.1% | +35.4% | -74.5% | -42.5% |
| 1Y | -42.5% | +37.0% | -79.5% | -46.0% |
| All | -18.7% | +258.2% | -276.9% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling