+645.2%
HWM vs GRAB
-71.6%
+716.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +6.9% | +1.1% |
| 7D | -8.0% | -13.9% | +5.8% | -6.6% |
| 30D | -18.0% | -17.2% | -0.8% | -16.5% |
| 3M | -9.5% | -7.9% | -1.6% | -8.9% |
| 6M | -8.4% | -23.2% | +14.8% | -6.1% |
| YTD | +13.6% | -39.1% | +52.7% | +18.9% |
| 1Y | +30.2% | -42.5% | +72.8% | +36.9% |
| 3Y | +392.2% | -18.3% | +410.5% | +398.5% |
| 5Y | +645.2% | -71.7% | +716.9% | +633.8% |
| All | +645.2% | -71.6% | +716.8% | +633.8% |
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