+225.5%
HOOD vs AKAM
-9.8%
+235.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.7% |
| 7D | -9.1% | +0.6% | -9.7% | -9.4% |
| 30D | +20.1% | -8.2% | +28.3% | +23.2% |
| 3M | +31.2% | -17.6% | +48.8% | +38.2% |
| 6M | +44.3% | +2.5% | +41.8% | +36.2% |
| YTD | +0.2% | +22.8% | -22.6% | -14.5% |
| 1Y | -3.5% | +39.6% | -43.1% | -22.9% |
| 3Y | +955.2% | +2.3% | +952.9% | +810.7% |
| 5Y | +175.3% | -4.3% | +179.6% | +67.4% |
| All | +225.5% | -9.8% | +235.2% | +44.8% |
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 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