+101.1%
AKAM vs HSY
+128.6%
-27.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -13.0% | -5.2% | -7.8% | -12.2% |
| 3M | -19.4% | -3.4% | -16.0% | -19.1% |
| 6M | +0.3% | -19.2% | +19.5% | +4.4% |
| YTD | +22.4% | -2.6% | +25.0% | +21.7% |
| 1Y | +34.8% | -3.8% | +38.6% | +34.2% |
| 3Y | +1.9% | -10.6% | +12.6% | +2.2% |
| 5Y | -4.6% | +12.3% | -16.9% | -11.0% |
| All | +101.1% | +128.6% | -27.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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