-23.8%
AKAM vs THC
+266.8%
-290.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.2% |
| 7D | -3.3% | +8.8% | -12.1% | -4.5% |
| 30D | -21.7% | +10.0% | -31.8% | -22.9% |
| 3M | -28.8% | +11.7% | -40.5% | -30.1% |
| 6M | -43.3% | +52.5% | -95.8% | -47.2% |
| YTD | -4.1% | +46.1% | -50.1% | -10.4% |
| 1Y | -3.9% | +49.1% | -53.0% | -10.8% |
| 3Y | -24.4% | +439.6% | -464.1% | -45.5% |
| 5Y | -23.8% | +263.2% | -286.9% | -43.3% |
| All | -23.8% | +266.8% | -290.6% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling