+101.1%
AKAM vs HBM
+619.2%
-518.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.5% | -3.3% | +4.8% | +1.9% |
| 30D | -13.0% | -4.8% | -8.2% | -12.6% |
| 3M | -19.4% | -0.4% | -19.0% | -19.7% |
| 6M | +0.3% | +17.9% | -17.6% | -2.4% |
| YTD | +22.4% | +33.7% | -11.3% | +16.7% |
| 1Y | +34.8% | +95.6% | -60.8% | +22.7% |
| 3Y | +1.9% | +458.1% | -456.2% | -18.3% |
| 5Y | -4.6% | +329.0% | -333.6% | -23.7% |
| All | +101.1% | +619.2% | -518.0% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling