+31.5%
ABNB vs HWM
+773.8%
-742.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -2.1% |
| 7D | +11.2% | +1.6% | +9.6% | +10.1% |
| 30D | +14.7% | -3.9% | +18.7% | +16.0% |
| 3M | +6.9% | -23.2% | +30.1% | +19.1% |
| 6M | +34.5% | -20.0% | +54.5% | +45.6% |
| YTD | +40.2% | +5.7% | +34.5% | +29.4% |
| 1Y | +57.4% | +4.9% | +52.6% | +45.4% |
| 3Y | +64.7% | +347.0% | -282.3% | -40.7% |
| 5Y | -2.3% | +563.0% | -565.3% | -73.2% |
| All | +31.5% | +773.8% | -742.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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