-42.8%
CMCSA vs ALHC
-61.8%
+19.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.5% |
| 7D | +2.7% | +3.9% | -1.2% | +2.5% |
| 30D | +18.6% | -3.6% | +22.3% | +18.7% |
| 3M | -1.8% | -49.4% | +47.6% | +1.1% |
| 6M | -0.7% | -59.5% | +58.8% | +2.8% |
| YTD | -7.8% | -63.2% | +55.4% | -4.4% |
| 1Y | +0.7% | -55.5% | +56.2% | +3.3% |
| 3Y | -28.0% | +23.0% | -51.0% | -31.9% |
| 5Y | -42.1% | -65.7% | +23.6% | -44.5% |
| All | -42.8% | -61.8% | +19.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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