+655.5%
HWM vs AKAM
-6.8%
+662.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.4% | -11.1% | -10.8% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -17.9% | -4.5% | -13.4% | -17.3% |
| 3M | -6.0% | -25.6% | +19.5% | -1.1% |
| 6M | -7.4% | +5.7% | -13.1% | -11.5% |
| YTD | +13.1% | +21.0% | -7.9% | +2.8% |
| 1Y | +29.3% | +33.9% | -4.6% | +13.7% |
| 3Y | +389.9% | +0.9% | +389.0% | +348.9% |
| 5Y | +655.5% | -6.9% | +662.4% | +613.1% |
| All | +655.5% | -6.8% | +662.3% | +613.1% |
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 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