-27.5%
AKAM vs HAS
+752.1%
-779.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.4% |
| 30D | -13.9% | +2.3% | -16.2% | -14.9% |
| 3M | -33.8% | +10.4% | -44.2% | -37.0% |
| 6M | +2.2% | -3.2% | +5.4% | +1.8% |
| YTD | +20.6% | +15.4% | +5.2% | +10.7% |
| 1Y | +36.3% | +18.8% | +17.5% | +23.3% |
| 3Y | -0.1% | +43.9% | -44.1% | -20.1% |
| 5Y | -7.5% | +13.9% | -21.4% | -20.8% |
| 10Y | +90.2% | +56.4% | +33.8% | +19.3% |
| All | -27.5% | +752.1% | -779.7% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling