-28.0%
DHR vs AKAM
-5.1%
-22.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | +1.5% | -5.1% | -3.9% |
| 30D | -2.7% | -13.0% | +10.3% | -0.6% |
| 3M | +10.9% | -19.4% | +30.3% | +14.3% |
| 6M | +3.0% | +0.3% | +2.7% | -1.4% |
| YTD | -12.2% | +22.4% | -34.6% | -21.5% |
| 1Y | +3.3% | +34.8% | -31.5% | -10.7% |
| 3Y | -8.2% | +1.9% | -10.2% | -17.5% |
| All | -28.0% | -5.1% | -22.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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