+31.5%
ABNB vs HAS
+71.3%
-39.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | +11.2% | +2.2% | +9.0% | +10.2% |
| 30D | +14.7% | +29.6% | -14.9% | +2.1% |
| 3M | +6.9% | +30.3% | -23.4% | -5.1% |
| 6M | +34.5% | +25.6% | +8.9% | +20.6% |
| YTD | +40.2% | +50.8% | -10.6% | +14.9% |
| 1Y | +57.4% | +63.0% | -5.6% | +24.3% |
| 3Y | +64.7% | +211.6% | -146.9% | -8.8% |
| 5Y | -2.3% | +50.4% | -52.6% | -19.9% |
| All | +31.5% | +71.3% | -39.8% | +5.6% |
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