-42.3%
AKAM vs HST
+666.6%
-708.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | -3.3% | +0.6% | -3.8% | -3.4% |
| 30D | -21.7% | +14.5% | -36.2% | -25.6% |
| 3M | -28.8% | +15.4% | -44.3% | -32.5% |
| 6M | -43.3% | +22.0% | -65.3% | -47.7% |
| YTD | -4.1% | +54.9% | -58.9% | -19.4% |
| 1Y | -3.9% | +54.0% | -57.9% | -19.2% |
| 3Y | -24.4% | +90.4% | -114.9% | -41.7% |
| 5Y | -23.8% | +84.2% | -108.0% | -42.8% |
| 10Y | +26.4% | +144.6% | -118.2% | -27.6% |
| All | -42.3% | +666.6% | -708.9% | -87.8% |
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