+347.0%
HWM vs AKAM
-27.3%
+374.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.4% | +5.6% |
| 7D | +1.6% | -7.4% | +9.0% | +2.7% |
| 30D | -3.9% | -24.9% | +21.0% | -0.1% |
| 3M | -23.2% | -27.4% | +4.1% | -20.0% |
| 6M | -20.0% | -45.6% | +25.7% | -13.3% |
| YTD | +5.7% | -8.0% | +13.7% | +0.8% |
| 1Y | +4.9% | -4.1% | +9.0% | -1.2% |
| 3Y | +347.0% | -26.9% | +373.9% | +297.3% |
| All | +347.0% | -27.3% | +374.3% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling