-23.7%
AKAM vs HUBB
+3,311.0%
-3,334.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +6.1% |
| 7D | +5.4% | +1.1% | +4.3% | +4.6% |
| 30D | -5.9% | -9.6% | +3.7% | -0.1% |
| 3M | -19.6% | -6.2% | -13.5% | -17.5% |
| 6M | +8.5% | -6.2% | +14.6% | +9.9% |
| YTD | +26.9% | +3.4% | +23.6% | +20.3% |
| 1Y | +41.7% | +5.3% | +36.4% | +31.5% |
| 3Y | +5.8% | +44.4% | -38.6% | -23.7% |
| 5Y | -2.3% | +152.4% | -154.7% | -54.0% |
| 10Y | +111.0% | +437.0% | -326.1% | -50.5% |
| All | -23.7% | +3,311.0% | -3,334.7% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling