-19.9%
HUT vs AKAM
-23.9%
+4.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -2.8% |
| 7D | -10.9% | -3.3% | -7.7% | -9.3% |
| 30D | -32.6% | -21.7% | -10.9% | -22.8% |
| 3M | -33.7% | -28.8% | -4.9% | -20.7% |
| 6M | -42.3% | -43.3% | +1.0% | -22.9% |
| YTD | +23.6% | -4.1% | +27.6% | +12.6% |
| 1Y | +20.4% | -3.9% | +24.3% | +9.2% |
| 3Y | +423.2% | -24.4% | +447.7% | +416.7% |
| All | -19.9% | -23.9% | +4.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling