+2.1%
HD vs GRAB
-18.9%
+21.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | -0.5% |
| 7D | -1.8% | -13.9% | +12.1% | -0.6% |
| 30D | -10.8% | -17.2% | +6.3% | -9.5% |
| 3M | -2.7% | -7.9% | +5.2% | -1.9% |
| 6M | -10.3% | -23.2% | +12.9% | -8.6% |
| YTD | -7.8% | -39.1% | +31.3% | -5.1% |
| 1Y | -23.1% | -42.5% | +19.4% | -20.8% |
| All | +2.1% | -18.9% | +21.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling