-42.8%
AKAM vs HST
+627.8%
-670.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.8% | +6.8% |
| 7D | -10.4% | -2.7% | -7.7% | -9.4% |
| 30D | -20.6% | +10.7% | -31.3% | -23.5% |
| 3M | -29.9% | +6.3% | -36.2% | -31.5% |
| 6M | -31.9% | +19.0% | -50.9% | -36.3% |
| YTD | -4.8% | +47.0% | -51.8% | -18.3% |
| 1Y | +13.8% | +53.4% | -39.6% | -4.0% |
| 3Y | -23.4% | +78.0% | -101.4% | -39.4% |
| 5Y | -22.6% | +71.7% | -94.2% | -40.3% |
| 10Y | +26.3% | +146.2% | -119.9% | -28.1% |
| All | -42.8% | +627.8% | -670.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling