+25.2%
ABNB vs HUT
+961.9%
-936.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.6% | -10.6% | -4.0% |
| 7D | +2.7% | +24.8% | -22.1% | -0.1% |
| 30D | +10.8% | -28.4% | +39.1% | +13.8% |
| 3M | -2.1% | -31.2% | +29.1% | +0.1% |
| 6M | +32.2% | -40.2% | +72.4% | +34.9% |
| YTD | +33.5% | +32.9% | +0.5% | +18.7% |
| 1Y | +47.8% | +39.1% | +8.8% | +28.8% |
| 3Y | +53.3% | +462.8% | -409.5% | -5.9% |
| 5Y | -5.5% | -13.9% | +8.4% | -38.1% |
| All | +25.2% | +961.9% | -936.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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