+17.2%
ABNB vs HLT
+193.0%
-175.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.5% |
| 7D | -7.4% | -1.5% | -6.0% | -6.2% |
| 30D | -8.2% | -1.2% | -6.9% | -7.4% |
| 3M | +29.1% | -10.3% | +39.5% | +41.0% |
| 6M | +26.6% | +1.3% | +25.3% | +23.2% |
| YTD | +25.0% | +7.0% | +18.0% | +15.0% |
| 1Y | +37.0% | +11.9% | +25.1% | +20.1% |
| 3Y | +16.3% | +100.7% | -84.3% | -42.1% |
| 5Y | +2.2% | +147.5% | -145.3% | -54.6% |
| All | +17.2% | +193.0% | -175.7% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling