-45.0%
CMCSA vs ALHC
-30.5%
-14.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +3.8% | -6.3% | +10.2% | +4.2% |
| 3M | +12.3% | -12.3% | +24.6% | +12.3% |
| 6M | -15.4% | -27.0% | +11.6% | -14.7% |
| YTD | -2.5% | -31.8% | +29.4% | -1.4% |
| 1Y | -13.4% | -17.0% | +3.6% | -13.6% |
| 3Y | -30.4% | +159.8% | -190.2% | -37.9% |
| 5Y | -45.0% | -25.1% | -19.9% | -49.2% |
| All | -45.0% | -30.5% | -14.5% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling