+101.1%
AKAM vs HCA
+511.6%
-410.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.5% | +5.4% | -3.9% | +0.6% |
| 30D | -13.0% | +3.0% | -16.0% | -13.5% |
| 3M | -19.4% | +13.0% | -32.4% | -21.3% |
| 6M | +0.3% | -20.3% | +20.6% | +3.9% |
| YTD | +22.4% | -8.2% | +30.6% | +23.6% |
| 1Y | +34.8% | +6.7% | +28.1% | +32.4% |
| 3Y | +1.9% | +60.4% | -58.4% | -7.6% |
| 5Y | -4.6% | +73.4% | -78.0% | -16.1% |
| All | +101.1% | +511.6% | -410.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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