+86.1%
HUT vs AKAM
-2.4%
+88.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -6.2% |
| 7D | +18.9% | +5.4% | +13.5% | +15.4% |
| 30D | +12.0% | -5.9% | +17.8% | +15.2% |
| 3M | -14.9% | -19.6% | +4.8% | -5.2% |
| 6M | +96.8% | +8.5% | +88.3% | +76.0% |
| YTD | +108.8% | +26.9% | +81.9% | +63.2% |
| 1Y | +227.4% | +41.7% | +185.7% | +134.7% |
| 3Y | +760.3% | +5.8% | +754.5% | +586.3% |
| 5Y | +86.1% | -2.3% | +88.4% | +73.9% |
| All | +86.1% | -2.4% | +88.5% | +73.9% |
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 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