+101.1%
AKAM vs HIG
+313.7%
-212.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.5% | -1.5% | +2.9% | +1.7% |
| 30D | -13.0% | -0.4% | -12.7% | -13.0% |
| 3M | -19.4% | +6.7% | -26.0% | -20.3% |
| 6M | +0.3% | +2.0% | -1.7% | -0.2% |
| YTD | +22.4% | +0.3% | +22.1% | +22.0% |
| 1Y | +34.8% | +4.2% | +30.6% | +33.5% |
| 3Y | +1.9% | +102.2% | -100.3% | -7.4% |
| 5Y | -4.6% | +118.5% | -123.1% | -14.4% |
| All | +101.1% | +313.7% | -212.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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