+210.2%
HD vs AKAM
+108.8%
+101.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -2.0% |
| 7D | -1.8% | +5.4% | -7.2% | -2.8% |
| 30D | -10.8% | -5.9% | -5.0% | -10.0% |
| 3M | -2.7% | -19.6% | +17.0% | +0.8% |
| 6M | -10.3% | +8.5% | -18.7% | -15.3% |
| YTD | -7.8% | +26.9% | -34.8% | -17.4% |
| 1Y | -23.1% | +41.7% | -64.8% | -33.5% |
| 3Y | +2.0% | +5.8% | -3.8% | -7.2% |
| 5Y | +6.2% | -2.3% | +8.5% | -2.6% |
| 10Y | +210.2% | +111.0% | +99.2% | +138.8% |
| All | +210.2% | +108.8% | +101.4% | +138.8% |
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