+381.9%
AKAM vs HBM
+456.2%
-74.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +2.8% | +2.2% | +0.5% | +2.3% |
| 30D | -6.9% | -11.8% | +4.9% | -5.2% |
| 3M | -31.8% | -19.2% | -12.6% | -29.7% |
| 6M | -47.0% | -22.9% | -24.1% | -45.4% |
| YTD | -2.1% | +7.8% | -9.9% | -5.4% |
| 1Y | -3.7% | +34.9% | -38.6% | -10.2% |
| 3Y | -23.0% | +422.2% | -445.3% | -43.3% |
| 5Y | -23.4% | +192.8% | -216.2% | -41.1% |
| 10Y | +30.5% | +281.1% | -250.7% | -18.1% |
| All | +381.9% | +456.2% | -74.2% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling