+30.5%
AKAM vs HST
+133.7%
-103.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +2.8% | +3.6% | -0.8% | +2.0% |
| 30D | -6.9% | +11.2% | -18.1% | -8.8% |
| 3M | -31.8% | +13.1% | -44.9% | -33.5% |
| 6M | -47.0% | +23.9% | -70.9% | -49.3% |
| YTD | -2.1% | +52.3% | -54.4% | -10.4% |
| 1Y | -3.7% | +56.7% | -60.4% | -12.3% |
| 3Y | -23.0% | +87.5% | -110.6% | -32.4% |
| 5Y | -23.4% | +82.8% | -106.2% | -33.1% |
| All | +30.5% | +133.7% | -103.2% | +18.6% |
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