+25.2%
ABNB vs HAS
+72.1%
-46.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | +6.5% | +1.6% | +4.8% | +5.6% |
| 30D | +9.4% | +26.6% | -17.2% | -1.7% |
| 3M | +0.6% | +29.0% | -28.4% | -10.4% |
| 6M | +33.7% | +30.6% | +3.1% | +17.7% |
| YTD | +33.5% | +51.5% | -18.1% | +9.1% |
| 1Y | +48.8% | +58.5% | -9.6% | +19.0% |
| 3Y | +53.3% | +214.1% | -160.8% | -15.5% |
| 5Y | -12.3% | +50.2% | -62.5% | -28.3% |
| All | +25.2% | +72.1% | -46.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling