+1.5%
ABNB vs HBM
+336.0%
-334.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.4% | +0.8% |
| 7D | -9.5% | -3.7% | -5.8% | -8.8% |
| 30D | -9.4% | -3.7% | -5.7% | -9.0% |
| 3M | +29.9% | +8.0% | +21.9% | +25.2% |
| 6M | +26.6% | +15.8% | +10.8% | +17.4% |
| YTD | +23.5% | +34.4% | -10.8% | +7.5% |
| 1Y | +35.8% | +98.2% | -62.3% | +3.2% |
| 3Y | +15.0% | +476.6% | -461.6% | -43.8% |
| 5Y | +1.5% | +331.1% | -329.6% | -44.1% |
| All | +1.5% | +336.0% | -334.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling