+648.6%
HUBS vs AKAM
+81.6%
+567.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | +1.5% | -10.5% | -9.6% |
| 30D | +7.2% | -13.0% | +20.3% | +12.8% |
| 3M | +20.9% | -19.4% | +40.2% | +29.5% |
| 6M | -13.0% | +0.3% | -13.3% | -21.3% |
| YTD | -43.8% | +22.4% | -66.2% | -54.4% |
| 1Y | -54.6% | +34.8% | -89.5% | -65.1% |
| 3Y | -58.5% | +1.9% | -60.4% | -64.9% |
| 5Y | -66.4% | -4.6% | -61.8% | -70.6% |
| 10Y | +319.2% | +103.4% | +215.8% | +155.0% |
| All | +648.6% | +81.6% | +567.0% | +336.9% |
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 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