-23.5%
AKAM vs HAS
+50.4%
-73.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.3% | +6.9% |
| 7D | -10.4% | -0.2% | -10.2% | -10.3% |
| 30D | -20.6% | +31.0% | -51.6% | -25.4% |
| 3M | -29.9% | +30.7% | -60.6% | -34.2% |
| 6M | -31.9% | +23.9% | -55.8% | -35.5% |
| YTD | -4.8% | +48.3% | -53.1% | -15.1% |
| 1Y | +13.8% | +60.2% | -46.4% | -0.8% |
| 3Y | -23.4% | +189.2% | -212.6% | -44.3% |
| All | -23.5% | +50.4% | -73.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling