-14.9%
HAL vs AKAM
+29.8%
-44.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.4% |
| 7D | +6.1% | +2.8% | +3.3% | +5.5% |
| 30D | +2.9% | -6.9% | +9.8% | +4.1% |
| 3M | +3.3% | -31.8% | +35.2% | +10.9% |
| 6M | -16.9% | -47.0% | +30.1% | -6.6% |
| YTD | +21.2% | -2.1% | +23.3% | +15.0% |
| 1Y | +27.5% | -3.7% | +31.2% | +21.4% |
| 3Y | -6.4% | -23.0% | +16.6% | -8.6% |
| 5Y | +58.0% | -23.4% | +81.4% | +51.7% |
| All | -14.9% | +29.8% | -44.7% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling