+56.8%
ABNB vs HST
+87.2%
-30.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | +3.6% | -5.3% | -4.0% |
| 30D | +11.8% | +11.2% | +0.6% | +4.1% |
| 3M | +0.9% | +13.1% | -12.2% | -7.2% |
| 6M | +40.5% | +23.9% | +16.6% | +20.1% |
| YTD | +37.6% | +52.3% | -14.7% | +1.6% |
| 1Y | +54.1% | +56.7% | -2.5% | +11.5% |
| 3Y | +56.8% | +87.5% | -30.8% | -10.4% |
| All | +56.8% | +87.2% | -30.4% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling