-40.3%
AKAM vs HAS
+1,042.1%
-1,082.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.8% |
| 7D | +0.9% | +2.0% | -1.1% | +0.1% |
| 30D | -14.7% | +30.9% | -45.6% | -23.7% |
| 3M | -25.7% | +28.8% | -54.5% | -33.3% |
| 6M | -43.4% | +32.3% | -75.7% | -50.3% |
| YTD | -0.7% | +54.7% | -55.3% | -19.4% |
| 1Y | -4.3% | +63.2% | -67.6% | -24.2% |
| 3Y | -21.7% | +220.7% | -242.4% | -55.2% |
| 5Y | -20.7% | +53.3% | -74.1% | -39.9% |
| 10Y | +32.4% | +104.2% | -71.8% | -25.3% |
| All | -40.3% | +1,042.1% | -1,082.4% | -89.7% |
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