+73.7%
HBAN vs GRAB
-74.3%
+148.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | -1.0% | -10.8% | +9.8% | 0.0% |
| 30D | -5.6% | -15.5% | +9.9% | -4.3% |
| 3M | -1.1% | -9.0% | +7.8% | -0.5% |
| 6M | +9.9% | -21.6% | +31.5% | +12.0% |
| YTD | -0.9% | -38.9% | +37.9% | +2.9% |
| 1Y | -1.4% | -44.8% | +43.4% | +3.1% |
| 3Y | +78.2% | -18.4% | +96.7% | +79.5% |
| 5Y | +37.0% | -71.6% | +108.6% | +35.6% |
| All | +73.7% | -74.3% | +148.0% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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