-23.7%
AKAM vs HIG
+362.6%
-386.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | -5.9% | -2.8% | -3.0% | -5.3% |
| 3M | -19.6% | +6.3% | -26.0% | -20.9% |
| 6M | +8.5% | -0.1% | +8.6% | +8.1% |
| YTD | +26.9% | +0.4% | +26.5% | +26.2% |
| 1Y | +41.7% | +6.2% | +35.5% | +39.0% |
| 3Y | +5.8% | +101.6% | -95.8% | -10.3% |
| 5Y | -2.3% | +119.8% | -122.2% | -19.4% |
| 10Y | +111.0% | +311.7% | -200.8% | +41.4% |
| All | -23.7% | +362.6% | -386.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling