+5.3%
HUM vs GRAB
-71.8%
+77.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.2% |
| 7D | +2.1% | -10.8% | +12.9% | +2.5% |
| 30D | +5.4% | -15.5% | +20.9% | +6.0% |
| 3M | +11.4% | -9.0% | +20.4% | +11.7% |
| 6M | +141.5% | -21.6% | +163.1% | +143.3% |
| YTD | +61.2% | -38.9% | +100.1% | +63.7% |
| 1Y | +49.2% | -44.8% | +94.0% | +51.9% |
| 3Y | -9.0% | -18.4% | +9.4% | -8.7% |
| All | +5.3% | -71.8% | +77.1% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling