+23.8%
HYG vs ABNB
+16.6%
+7.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | -6.5% | +5.8% | -0.3% |
| 30D | -0.7% | -5.5% | +4.8% | -0.4% |
| 3M | -0.2% | +30.0% | -30.2% | -2.2% |
| 6M | +1.4% | +27.6% | -26.2% | -0.5% |
| YTD | +1.5% | +25.4% | -23.9% | -0.5% |
| 1Y | +2.9% | +38.3% | -35.4% | +0.2% |
| 3Y | +25.6% | +15.5% | +10.1% | +22.6% |
| 5Y | +18.6% | +3.0% | +15.5% | +13.6% |
| All | +23.8% | +16.6% | +7.2% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling