+228.7%
HL vs AKAM
-5.1%
+233.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 3M | +32.0% | -19.4% | +51.4% | +38.9% |
| 6M | -6.4% | +0.3% | -6.7% | -7.9% |
| YTD | +3.1% | +22.4% | -19.3% | -6.9% |
| 1Y | +77.6% | +34.8% | +42.7% | +53.7% |
| 3Y | +392.8% | +1.9% | +390.9% | +361.2% |
| All | +228.7% | -5.1% | +233.8% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling