+805.8%
HL vs AKAM
-4.0%
+809.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | +7.1% | -0.8% | +7.9% | +7.1% |
| 30D | +21.4% | -4.5% | +25.9% | +21.9% |
| 3M | +37.4% | -25.6% | +63.0% | +41.1% |
| 6M | +0.4% | +5.7% | -5.3% | -0.8% |
| YTD | +6.7% | +21.0% | -14.4% | +3.7% |
| 1Y | +102.4% | +33.9% | +68.5% | +94.5% |
| 3Y | +417.4% | +0.9% | +416.5% | +407.8% |
| 5Y | +243.3% | -6.9% | +250.2% | +238.7% |
| 10Y | +242.6% | +97.4% | +145.1% | +214.7% |
| All | +805.8% | -4.0% | +809.8% | +744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling