+96.8%
HPQ vs GRAB
-74.3%
+171.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.1% | +8.3% |
| 7D | +9.8% | -10.8% | +20.6% | +10.8% |
| 30D | +22.4% | -15.5% | +37.9% | +24.0% |
| 3M | +45.2% | -9.0% | +54.1% | +46.0% |
| 6M | +96.4% | -21.6% | +118.0% | +99.9% |
| YTD | +65.4% | -38.9% | +104.3% | +71.6% |
| 1Y | +31.6% | -44.8% | +76.4% | +37.5% |
| 3Y | +37.0% | -18.4% | +55.5% | +37.7% |
| 5Y | +53.0% | -71.6% | +124.6% | +50.5% |
| All | +96.8% | -74.3% | +171.1% | +96.6% |
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