+18.3%
HYG vs GRAB
-71.8%
+90.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -0.7% | -10.8% | +10.1% | -0.3% |
| 30D | -0.7% | -15.5% | +14.8% | -0.2% |
| 3M | -0.2% | -9.0% | +8.8% | +0.1% |
| 6M | +1.4% | -21.6% | +23.0% | +2.2% |
| YTD | +1.5% | -38.9% | +40.3% | +3.0% |
| 1Y | +2.9% | -44.8% | +47.7% | +4.8% |
| 3Y | +25.6% | -18.4% | +44.1% | +25.4% |
| All | +18.3% | -71.8% | +90.0% | +16.1% |
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 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