+247.2%
HD vs AKAM
+25.2%
+221.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -1.5% |
| 7D | +5.2% | -3.3% | +8.5% | +5.6% |
| 30D | +20.7% | -21.7% | +42.5% | +25.7% |
| 3M | +0.8% | -28.8% | +29.6% | +6.3% |
| 6M | +12.2% | -43.3% | +55.5% | +22.8% |
| YTD | +4.2% | -4.1% | +8.3% | -2.7% |
| 1Y | -2.6% | -3.9% | +1.4% | -9.1% |
| 3Y | +30.0% | -24.4% | +54.4% | +25.5% |
| 5Y | +8.1% | -23.8% | +31.9% | +2.5% |
| 10Y | +247.2% | +26.4% | +220.8% | +179.8% |
| All | +247.2% | +25.2% | +221.9% | +179.8% |
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