-42.3%
AKAM vs HAS
+1,021.9%
-1,064.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.0% |
| 7D | -3.3% | +3.3% | -6.5% | -4.5% |
| 30D | -21.7% | +30.5% | -52.3% | -30.0% |
| 3M | -28.8% | +29.9% | -58.7% | -36.4% |
| 6M | -43.3% | +26.5% | -69.9% | -49.4% |
| YTD | -4.1% | +51.9% | -56.0% | -21.6% |
| 1Y | -3.9% | +60.9% | -64.8% | -23.5% |
| 3Y | -24.4% | +215.0% | -239.4% | -56.5% |
| 5Y | -23.8% | +51.5% | -75.3% | -42.0% |
| 10Y | +26.4% | +102.2% | -75.8% | -28.5% |
| All | -42.3% | +1,021.9% | -1,064.2% | -90.0% |
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