+10.3%
ABNB vs HST
+74.0%
-63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -4.0% | -1.0% | -2.9% | -3.2% |
| 30D | +19.3% | -12.3% | +31.6% | +31.6% |
| 3M | +36.1% | -6.4% | +42.4% | +42.2% |
| 6M | +34.2% | +15.0% | +19.2% | +18.3% |
| YTD | +34.1% | +30.5% | +3.5% | +6.3% |
| 1Y | +45.1% | +35.7% | +9.5% | +10.6% |
| 3Y | +37.1% | +68.4% | -31.3% | -16.1% |
| All | +10.3% | +74.0% | -63.7% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling