-74.7%
GRAB vs XHB
+75.4%
-150.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.2% |
| 7D | -12.0% | -5.2% | -6.7% | -9.6% |
| 30D | -19.5% | -12.1% | -7.4% | -14.2% |
| 3M | -8.0% | -6.2% | -1.7% | -5.2% |
| 6M | -22.2% | -6.7% | -15.5% | -19.9% |
| YTD | -39.7% | -5.5% | -34.2% | -38.8% |
| 1Y | -43.2% | -15.6% | -27.6% | -39.2% |
| 3Y | -19.1% | +22.0% | -41.1% | -35.3% |
| 5Y | -72.0% | +31.8% | -103.8% | -80.6% |
| All | -74.7% | +75.4% | -150.1% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling