+6.7%
HUM vs GRAB
-74.3%
+81.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.2% |
| 7D | +2.1% | -10.8% | +12.9% | +2.4% |
| 30D | +5.4% | -15.5% | +20.9% | +5.9% |
| 3M | +11.4% | -9.0% | +20.4% | +11.6% |
| 6M | +141.5% | -21.6% | +163.1% | +142.9% |
| YTD | +61.2% | -38.9% | +100.1% | +63.2% |
| 1Y | +49.2% | -44.8% | +94.0% | +51.4% |
| 3Y | -9.0% | -18.4% | +9.4% | -8.7% |
| 5Y | +7.2% | -71.6% | +78.8% | +5.6% |
| All | +6.7% | -74.3% | +81.0% | +8.3% |
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 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