+297.6%
HL vs GRAB
-74.7%
+372.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -5.6% | -12.0% | +6.4% | -3.3% |
| 30D | +12.7% | -19.5% | +32.3% | +17.5% |
| 3M | +42.5% | -8.0% | +50.5% | +44.5% |
| 6M | -9.0% | -22.2% | +13.2% | -4.7% |
| YTD | +4.4% | -39.7% | +44.1% | +14.5% |
| 1Y | +82.7% | -43.2% | +125.9% | +102.6% |
| 3Y | +406.3% | -19.1% | +425.4% | +419.1% |
| 5Y | +238.2% | -72.0% | +310.2% | +275.3% |
| All | +297.6% | -74.7% | +372.3% | +373.0% |
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