+1,463.9%
HWM vs AKAM
+15.7%
+1,448.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.4% | +5.8% |
| 7D | +1.6% | -7.4% | +9.0% | +3.2% |
| 30D | -3.9% | -24.9% | +21.0% | +1.8% |
| 3M | -23.2% | -27.4% | +4.1% | -18.6% |
| 6M | -20.0% | -45.6% | +25.7% | -10.1% |
| YTD | +5.7% | -8.0% | +13.7% | +1.0% |
| 1Y | +4.9% | -4.1% | +9.0% | -1.0% |
| 3Y | +347.0% | -26.9% | +373.9% | +340.2% |
| 5Y | +563.0% | -26.6% | +589.6% | +541.1% |
| 10Y | +1,579.2% | +20.7% | +1,558.5% | +1,191.6% |
| All | +1,463.9% | +15.7% | +1,448.2% | +1,102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling