+17.6%
ABNB vs HBM
+302.9%
-285.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -6.5% | -3.3% | -3.2% | -5.9% |
| 30D | -5.5% | -4.8% | -0.7% | -4.9% |
| 3M | +30.0% | -0.4% | +30.5% | +28.4% |
| 6M | +27.6% | +17.9% | +9.7% | +18.7% |
| YTD | +25.4% | +33.7% | -8.3% | +11.0% |
| 1Y | +38.3% | +95.6% | -57.3% | +8.9% |
| 3Y | +15.5% | +458.1% | -442.6% | -36.6% |
| 5Y | +3.0% | +329.0% | -326.0% | -40.9% |
| All | +17.6% | +302.9% | -285.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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