+1,474.6%
HWM vs AKAM
+29.8%
+1,444.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +7.3% | +2.8% | +4.5% | +6.6% |
| 30D | +1.6% | -6.9% | +8.5% | +2.8% |
| 3M | -21.9% | -31.8% | +10.0% | -15.8% |
| 6M | -19.0% | -47.0% | +28.0% | -8.4% |
| YTD | +7.9% | -2.1% | +10.1% | +1.8% |
| 1Y | +9.9% | -3.7% | +13.6% | +4.1% |
| 3Y | +342.1% | -23.0% | +365.2% | +331.0% |
| 5Y | +600.8% | -23.4% | +624.2% | +572.2% |
| All | +1,474.6% | +29.8% | +1,444.8% | +1,105.1% |
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