+634.9%
HLT vs AKAM
+140.8%
+494.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | -5.0% | -13.0% | +8.0% | -2.5% |
| 3M | -10.4% | -19.4% | +9.0% | -7.1% |
| 6M | +3.2% | +0.3% | +2.9% | -0.4% |
| YTD | +6.7% | +22.4% | -15.7% | -3.1% |
| 1Y | +10.3% | +34.8% | -24.6% | -2.7% |
| 3Y | +99.3% | +1.9% | +97.4% | +83.9% |
| 5Y | +143.7% | -4.6% | +148.3% | +125.6% |
| 10Y | +584.7% | +103.4% | +481.3% | +386.8% |
| All | +634.9% | +140.8% | +494.1% | +408.8% |
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 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