+17.6%
ABNB vs HLT
+192.2%
-174.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.5% | -1.6% | -4.9% | -5.1% |
| 30D | -5.5% | -5.0% | -0.5% | -1.3% |
| 3M | +30.0% | -10.4% | +40.4% | +42.1% |
| 6M | +27.6% | +3.2% | +24.3% | +22.1% |
| YTD | +25.4% | +6.7% | +18.7% | +15.6% |
| 1Y | +38.3% | +10.3% | +28.0% | +22.9% |
| 3Y | +15.5% | +99.3% | -83.8% | -42.2% |
| 5Y | +3.0% | +143.7% | -140.7% | -53.8% |
| All | +17.6% | +192.2% | -174.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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