-29.0%
AKAM vs HTZ
-92.5%
+63.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.4% | +15.1% | +7.2% |
| 7D | -10.4% | -14.6% | +4.2% | -9.6% |
| 30D | -20.6% | -20.8% | +0.2% | -19.6% |
| 3M | -29.9% | -18.8% | -11.1% | -29.5% |
| 6M | -31.9% | -74.7% | +42.8% | -27.1% |
| YTD | -4.8% | -68.1% | +63.3% | -0.1% |
| 1Y | +13.8% | -73.5% | +87.3% | +20.6% |
| 3Y | -23.4% | -81.8% | +58.4% | -20.6% |
| 5Y | -22.6% | -95.2% | +72.7% | -16.3% |
| All | -29.0% | -92.5% | +63.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling