+496.0%
AKAM vs HBM
+654.4%
-158.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.5% |
| 7D | -0.8% | +7.4% | -8.2% | -1.9% |
| 30D | -4.5% | +5.1% | -9.5% | -5.3% |
| 3M | -25.6% | +11.1% | -36.7% | -27.3% |
| 6M | +5.7% | +30.2% | -24.5% | +0.2% |
| YTD | +21.0% | +46.2% | -25.2% | +11.8% |
| 1Y | +33.9% | +120.0% | -86.2% | +15.4% |
| 3Y | +0.9% | +527.4% | -526.5% | -27.9% |
| 5Y | -6.9% | +400.4% | -407.3% | -34.2% |
| 10Y | +97.4% | +621.5% | -524.1% | +9.8% |
| All | +496.0% | +654.4% | -158.4% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling