+29.1%
ABNB vs HIG
+228.2%
-199.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.7% | +2.6% | -4.3% | -2.6% |
| 30D | +11.8% | +4.2% | +7.6% | +10.1% |
| 3M | +0.9% | +0.2% | +0.7% | +0.8% |
| 6M | +40.5% | +4.6% | +35.9% | +37.6% |
| YTD | +37.6% | +1.1% | +36.5% | +36.3% |
| 1Y | +54.1% | +4.7% | +49.4% | +50.6% |
| 3Y | +56.8% | +95.5% | -38.7% | +17.8% |
| 5Y | -9.6% | +111.7% | -121.2% | -35.3% |
| All | +29.1% | +228.2% | -199.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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