+1.1%
AKAM vs HST
+67.0%
-65.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -13.9% | -12.3% | -1.7% | -9.1% |
| 3M | -33.8% | -6.4% | -27.5% | -32.3% |
| 6M | +2.2% | +15.0% | -12.8% | -5.2% |
| YTD | +20.6% | +30.5% | -9.9% | +4.4% |
| 1Y | +36.3% | +35.7% | +0.6% | +15.4% |
| All | +1.1% | +67.0% | -65.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling