+220.1%
HUT vs AKAM
+21.1%
+199.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -6.5% |
| 7D | +9.3% | +2.8% | +6.6% | +7.9% |
| 30D | -23.1% | -6.9% | -16.2% | -20.2% |
| 3M | -30.6% | -31.8% | +1.2% | -17.5% |
| 6M | -46.9% | -47.0% | +0.2% | -30.0% |
| YTD | +25.3% | -2.1% | +27.4% | +18.8% |
| 1Y | +59.8% | -3.7% | +63.5% | +52.5% |
| 3Y | +467.2% | -23.0% | +490.2% | +474.1% |
| 5Y | -24.6% | -23.4% | -1.2% | -24.9% |
| All | +220.1% | +21.1% | +199.0% | +209.8% |
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