+448.2%
HUT vs AKAM
+51.5%
+396.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.4% | +1.5% | +3.9% | +4.6% |
| 30D | +8.6% | -13.0% | +21.6% | +15.3% |
| 3M | -15.2% | -19.4% | +4.2% | -7.5% |
| 6M | +92.9% | +0.3% | +92.6% | +84.8% |
| YTD | +114.6% | +22.4% | +92.2% | +83.5% |
| 1Y | +208.5% | +34.8% | +173.7% | +150.3% |
| 3Y | +821.5% | +1.9% | +819.5% | +716.7% |
| 5Y | +101.8% | -4.6% | +106.4% | +81.7% |
| All | +448.2% | +51.5% | +396.8% | +378.4% |
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