+29.1%
ABNB vs HBM
+224.8%
-195.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | -1.7% | +2.2% | -3.9% | -2.3% |
| 30D | +11.8% | -11.8% | +23.6% | +14.7% |
| 3M | +0.9% | -19.2% | +20.1% | +5.0% |
| 6M | +40.5% | -22.9% | +63.4% | +45.4% |
| YTD | +37.6% | +7.8% | +29.8% | +27.4% |
| 1Y | +54.1% | +34.9% | +19.2% | +34.0% |
| 3Y | +56.8% | +422.2% | -365.4% | -13.4% |
| 5Y | -9.6% | +192.8% | -202.4% | -44.4% |
| All | +29.1% | +224.8% | -195.8% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling