-74.3%
GRAB vs USHY
+28.6%
-102.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -0.7% | -10.1% | -9.3% |
| 30D | -15.5% | -0.7% | -14.8% | -14.1% |
| 3M | -9.0% | +0.1% | -9.0% | -8.9% |
| 6M | -21.6% | +1.8% | -23.4% | -24.3% |
| YTD | -38.9% | +1.8% | -40.7% | -41.0% |
| 1Y | -44.8% | +3.3% | -48.1% | -48.4% |
| 3Y | -18.4% | +27.0% | -45.4% | -50.3% |
| 5Y | -71.6% | +21.0% | -92.6% | -79.6% |
| All | -74.3% | +28.6% | -102.9% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling