+1.6%
HYG vs ABNB
+40.5%
-38.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +0.5% |
| 7D | -0.1% | +6.2% | -6.3% | -0.3% |
| 30D | +0.7% | +7.5% | -6.8% | +0.4% |
| 3M | -2.0% | +17.6% | -19.7% | -2.8% |
| 6M | -0.9% | +27.0% | -27.9% | -2.2% |
| YTD | +0.1% | +30.0% | -29.9% | -1.5% |
| 1Y | +1.6% | +44.2% | -42.5% | -0.4% |
| All | +1.6% | +40.5% | -38.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling