+101.1%
AKAM vs HUBB
+446.9%
-345.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -13.0% | -10.0% | -3.1% | -10.1% |
| 3M | -19.4% | -1.6% | -17.8% | -19.4% |
| 6M | +0.3% | -3.1% | +3.4% | +0.1% |
| YTD | +22.4% | +4.6% | +17.8% | +18.8% |
| 1Y | +34.8% | +3.3% | +31.5% | +30.9% |
| 3Y | +1.9% | +46.6% | -44.6% | -13.2% |
| 5Y | -4.6% | +158.7% | -163.3% | -34.0% |
| All | +101.1% | +446.9% | -345.7% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling