+36.3%
AKAM vs HUBB
+8.5%
+27.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -13.9% | -10.0% | -3.9% | -12.7% |
| 3M | -33.8% | -4.8% | -29.1% | -33.5% |
| 6M | +2.2% | -5.6% | +7.7% | +1.0% |
| YTD | +20.6% | +4.7% | +15.9% | +17.0% |
| 1Y | +36.3% | +6.7% | +29.6% | +30.5% |
| All | +36.3% | +8.5% | +27.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling