-41.9%
GRAB vs USHY
+1.9%
-43.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +5.3% |
| 7D | +22.2% | -0.2% | +22.4% | +22.8% |
| 30D | +6.0% | +0.7% | +5.3% | +3.3% |
| 3M | -9.7% | -2.2% | -7.5% | -1.4% |
| 6M | -7.2% | -0.9% | -6.3% | -3.6% |
| YTD | -32.7% | +0.2% | -32.8% | -33.0% |
| 1Y | -41.9% | +1.7% | -43.7% | -49.7% |
| All | -41.9% | +1.9% | -43.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling