+521.5%
HPE vs GRAB
-74.4%
+596.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +5.7% |
| 7D | +13.6% | -13.9% | +27.5% | +15.0% |
| 30D | +7.7% | -17.2% | +24.9% | +9.4% |
| 3M | +22.4% | -7.9% | +30.3% | +22.9% |
| 6M | +172.6% | -23.2% | +195.8% | +178.1% |
| YTD | +147.5% | -39.1% | +186.6% | +157.6% |
| 1Y | +151.8% | -42.5% | +194.3% | +163.3% |
| 3Y | +267.1% | -18.3% | +285.3% | +271.8% |
| 5Y | +362.8% | -71.7% | +434.5% | +359.6% |
| All | +521.5% | -74.4% | +596.0% | +516.1% |
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 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