+289.1%
HL vs ABNB
+16.6%
+272.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -4.4% | -6.5% | +2.1% | -3.1% |
| 30D | +9.3% | -5.5% | +14.8% | +10.4% |
| 3M | +32.0% | +30.0% | +1.9% | +25.1% |
| 6M | -6.4% | +27.6% | -34.0% | -11.1% |
| YTD | +3.1% | +25.4% | -22.3% | -1.8% |
| 1Y | +77.6% | +38.3% | +39.3% | +65.9% |
| 3Y | +392.8% | +15.5% | +377.3% | +361.5% |
| 5Y | +234.1% | +3.0% | +231.1% | +197.5% |
| All | +289.1% | +16.6% | +272.5% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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