-71.2%
GRAB vs THC
+721.9%
-793.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -8.6% | +1.3% | -9.8% | -8.9% |
| 3M | -1.2% | +64.2% | -65.4% | -11.0% |
| 6M | -16.6% | +8.3% | -24.9% | -18.6% |
| YTD | -31.5% | +33.4% | -64.8% | -36.2% |
| 1Y | -32.3% | +37.7% | -70.0% | -37.5% |
| 3Y | -10.7% | +236.8% | -247.5% | -34.0% |
| 5Y | -67.9% | +249.3% | -317.1% | -77.6% |
| All | -71.2% | +721.9% | -793.1% | -80.3% |
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