-71.2%
GRAB vs XHB
+33.0%
-104.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | -10.8% | -4.6% | -6.2% | -8.6% |
| 30D | -15.5% | -9.1% | -6.4% | -11.2% |
| 3M | -9.0% | -8.6% | -0.4% | -4.9% |
| 6M | -21.6% | -4.0% | -17.6% | -20.3% |
| YTD | -38.9% | -3.9% | -34.9% | -38.5% |
| 1Y | -44.8% | -16.5% | -28.4% | -40.4% |
| 3Y | -18.4% | +22.6% | -41.0% | -36.5% |
| All | -71.2% | +33.0% | -104.2% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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