+19.4%
AKAM vs HST
+76.4%
-57.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -12.4% | +3.3% | -15.7% | -13.1% |
| 30D | -20.4% | +16.4% | -36.8% | -23.3% |
| 3M | -30.3% | +5.5% | -35.8% | -31.5% |
| 6M | -18.8% | +31.1% | -49.9% | -24.5% |
| YTD | -1.5% | +55.9% | -57.4% | -14.0% |
| 1Y | +19.4% | +75.6% | -56.2% | -3.1% |
| All | +19.4% | +76.4% | -57.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling