+398.8%
HL vs AKAM
+1.2%
+397.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.3% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | +12.7% | -8.2% | +20.9% | +14.6% |
| 3M | +42.5% | -17.6% | +60.1% | +47.6% |
| 6M | -9.0% | +2.5% | -11.5% | -9.3% |
| YTD | +4.4% | +22.8% | -18.4% | -2.2% |
| 1Y | +82.7% | +39.6% | +43.1% | +63.9% |
| All | +398.8% | +1.2% | +397.6% | +381.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling