-28.5%
AKAM vs HTZ
-93.2%
+64.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.0% | +12.2% | +4.7% |
| 7D | -3.3% | -27.5% | +24.3% | -1.5% |
| 30D | -21.7% | -21.9% | +0.1% | -20.7% |
| 3M | -28.8% | -29.2% | +0.4% | -27.8% |
| 6M | -43.3% | -75.2% | +31.9% | -39.3% |
| YTD | -4.1% | -70.8% | +66.8% | +1.1% |
| 1Y | -3.9% | -76.1% | +72.2% | +2.4% |
| 3Y | -24.4% | -82.5% | +58.1% | -21.7% |
| 5Y | -23.8% | -94.1% | +70.3% | -16.8% |
| All | -28.5% | -93.2% | +64.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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