+101.8%
AKAM vs HAS
+59.3%
+42.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | +0.6% | -3.1% | +3.6% | +1.2% |
| 30D | -8.2% | -6.4% | -1.8% | -6.9% |
| 3M | -17.6% | +10.4% | -28.0% | -19.8% |
| 6M | +2.5% | -3.7% | +6.2% | +2.5% |
| YTD | +22.8% | +12.5% | +10.3% | +17.7% |
| 1Y | +39.6% | +19.8% | +19.7% | +31.5% |
| 3Y | +2.3% | +46.0% | -43.6% | -9.6% |
| 5Y | -4.3% | +12.5% | -16.8% | -11.8% |
| All | +101.8% | +59.3% | +42.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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