-72.8%
GRAB vs THC
+786.9%
-859.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.0% | +1.0% | -5.9% | -5.2% |
| 30D | +11.3% | +5.3% | +6.0% | +10.2% |
| 3M | -12.4% | +7.1% | -19.5% | -13.8% |
| 6M | -10.7% | +46.0% | -56.8% | -17.8% |
| YTD | -35.1% | +43.9% | -79.0% | -40.5% |
| 1Y | -41.5% | +45.4% | -87.0% | -46.5% |
| 3Y | -2.7% | +421.3% | -424.0% | -34.4% |
| 5Y | -80.2% | +261.5% | -341.7% | -86.3% |
| All | -72.8% | +786.9% | -859.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling