+1,516.8%
HWM vs AKAM
+31.5%
+1,485.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.3% | +1.5% |
| 7D | +5.0% | +0.9% | +4.1% | +4.7% |
| 30D | +1.5% | -14.7% | +16.2% | +4.6% |
| 3M | -20.3% | -25.7% | +5.4% | -15.8% |
| 6M | -18.0% | -43.4% | +25.3% | -8.7% |
| YTD | +9.5% | -0.7% | +10.2% | +2.9% |
| 1Y | +7.5% | -4.3% | +11.8% | +2.0% |
| 3Y | +355.7% | -21.7% | +377.4% | +342.5% |
| 5Y | +610.2% | -20.7% | +630.9% | +575.5% |
| 10Y | +1,516.8% | +32.4% | +1,484.3% | +1,135.3% |
| All | +1,516.8% | +31.5% | +1,485.3% | +1,135.3% |
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