+72.8%
HCA vs GRAB
-71.8%
+144.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +5.4% | -10.8% | +16.2% | +5.8% |
| 30D | +3.0% | -15.5% | +18.5% | +3.6% |
| 3M | +13.0% | -9.0% | +22.0% | +13.4% |
| 6M | -20.3% | -21.6% | +1.3% | -19.6% |
| YTD | -8.2% | -38.9% | +30.6% | -6.7% |
| 1Y | +6.7% | -44.8% | +51.5% | +8.7% |
| 3Y | +60.4% | -18.4% | +78.8% | +60.0% |
| All | +72.8% | -71.8% | +144.6% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling