+203.6%
HAL vs AKAM
-4.3%
+207.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +2.9% | -2.1% | +5.0% | +3.2% |
| 30D | +17.0% | -13.9% | +31.0% | +19.3% |
| 3M | -9.7% | -33.8% | +24.2% | -4.8% |
| 6M | +8.6% | +2.2% | +6.5% | +6.7% |
| YTD | +33.0% | +20.6% | +12.4% | +27.1% |
| 1Y | +68.3% | +36.3% | +32.0% | +57.6% |
| 3Y | +0.1% | -0.1% | +0.2% | -3.1% |
| 5Y | +102.6% | -7.5% | +110.2% | +96.7% |
| 10Y | +3.8% | +90.2% | -86.3% | -9.7% |
| All | +203.6% | -4.3% | +207.9% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling