+20.6%
ABNB vs HST
+94.2%
-73.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.4% | +2.0% | -6.4% | -5.8% |
| 30D | -2.0% | -5.2% | +3.3% | +1.6% |
| 3M | +29.8% | -6.2% | +36.1% | +35.0% |
| 6M | +31.0% | +20.4% | +10.6% | +13.3% |
| YTD | +28.6% | +30.6% | -2.0% | +4.5% |
| 1Y | +40.1% | +37.4% | +2.7% | +8.9% |
| 3Y | +19.7% | +66.1% | -46.4% | -20.9% |
| 5Y | +6.5% | +73.7% | -67.2% | -28.9% |
| All | +20.6% | +94.2% | -73.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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