+390.3%
HWM vs GRAB
-18.9%
+409.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +6.9% | +1.8% |
| 7D | -8.0% | -13.9% | +5.8% | -5.2% |
| 30D | -18.0% | -17.2% | -0.8% | -14.9% |
| 3M | -9.5% | -7.9% | -1.6% | -8.4% |
| 6M | -8.4% | -23.2% | +14.8% | -3.8% |
| YTD | +13.6% | -39.1% | +52.7% | +24.6% |
| 1Y | +30.2% | -42.5% | +72.8% | +44.2% |
| All | +390.3% | -18.9% | +409.2% | +397.5% |
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