-9.0%
HUM vs GRAB
-18.7%
+9.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.2% |
| 7D | +2.1% | -10.8% | +12.9% | +2.9% |
| 30D | +5.4% | -15.5% | +20.9% | +6.6% |
| 3M | +11.4% | -9.0% | +20.4% | +12.0% |
| 6M | +141.5% | -21.6% | +163.1% | +145.1% |
| YTD | +61.2% | -38.9% | +100.1% | +66.5% |
| 1Y | +49.2% | -44.8% | +94.0% | +55.3% |
| 3Y | -9.0% | -18.4% | +9.4% | -8.1% |
| All | -9.0% | -18.7% | +9.6% | -8.1% |
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