+231.1%
HOOD vs ABNB
+18.1%
+213.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | +0.1% |
| 7D | +7.7% | -7.4% | +15.2% | +13.5% |
| 30D | +22.0% | -8.2% | +30.1% | +28.8% |
| 3M | +37.6% | +29.1% | +8.5% | +13.3% |
| 6M | +45.3% | +26.6% | +18.7% | +21.6% |
| YTD | +1.9% | +25.0% | -23.1% | -14.0% |
| 1Y | -2.7% | +37.0% | -39.7% | -23.2% |
| 3Y | +973.4% | +16.3% | +957.0% | +821.6% |
| 5Y | +179.3% | +2.2% | +177.1% | +145.2% |
| All | +231.1% | +18.1% | +213.0% | +150.7% |
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