+3.2%
HAL vs AKAM
+104.5%
-101.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +7.2% | -8.2% | +15.4% | +8.9% |
| 3M | -8.8% | -17.6% | +8.8% | -5.6% |
| 6M | +3.0% | +2.5% | +0.5% | -0.5% |
| YTD | +29.4% | +22.8% | +6.6% | +18.4% |
| 1Y | +62.8% | +39.6% | +23.3% | +43.4% |
| 3Y | -6.4% | +2.3% | -8.8% | -13.3% |
| 5Y | +103.6% | -4.3% | +107.9% | +88.4% |
| All | +3.2% | +104.5% | -101.3% | -21.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling