-72.0%
GRAB vs THC
+254.2%
-326.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -19.5% | +1.5% | -21.1% | -19.9% |
| 3M | -8.0% | +59.9% | -67.8% | -17.6% |
| 6M | -22.2% | +11.0% | -33.2% | -24.7% |
| YTD | -39.7% | +32.6% | -72.3% | -44.2% |
| 1Y | -43.2% | +37.4% | -80.6% | -48.1% |
| 3Y | -19.1% | +252.5% | -271.6% | -43.8% |
| 5Y | -72.0% | +262.3% | -334.3% | -81.9% |
| All | -72.0% | +254.2% | -326.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling