+111.0%
AKAM vs HST
+101.1%
+9.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -5.9% | -2.8% | -3.1% | -5.4% |
| 3M | -19.6% | -6.5% | -13.2% | -18.8% |
| 6M | +8.5% | +20.7% | -12.3% | +4.3% |
| YTD | +26.9% | +30.5% | -3.5% | +20.0% |
| 1Y | +41.7% | +36.8% | +4.9% | +32.6% |
| 3Y | +5.8% | +65.9% | -60.1% | -4.5% |
| 5Y | -2.3% | +73.9% | -76.2% | -12.7% |
| 10Y | +111.0% | +107.0% | +3.9% | +111.2% |
| All | +111.0% | +101.1% | +9.9% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling