+37.0%
ABNB vs HST
+37.9%
-0.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -8.2% | -2.8% | -5.4% | -7.0% |
| 3M | +29.1% | -6.5% | +35.6% | +32.5% |
| 6M | +26.6% | +20.7% | +5.8% | +12.7% |
| YTD | +25.0% | +30.5% | -5.5% | +9.0% |
| 1Y | +37.0% | +36.8% | +0.2% | +17.7% |
| All | +37.0% | +37.9% | -0.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling