+256.9%
HL vs AKAM
+103.9%
+153.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | +1.5% | -5.8% | -4.7% |
| 30D | +9.3% | -13.0% | +22.3% | +12.9% |
| 3M | +32.0% | -19.4% | +51.4% | +38.1% |
| 6M | -6.4% | +0.3% | -6.7% | -8.0% |
| YTD | +3.1% | +22.4% | -19.3% | -5.0% |
| 1Y | +77.6% | +34.8% | +42.7% | +58.5% |
| 3Y | +392.8% | +1.9% | +390.9% | +365.0% |
| 5Y | +234.1% | -4.6% | +238.7% | +215.8% |
| All | +256.9% | +103.9% | +153.0% | +204.3% |
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