+6.1%
CMCSA vs BHP
+496.8%
-490.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.9% | -3.6% | -1.3% | -4.0% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +6.6% | +1.2% | +5.4% | +5.6% |
| 6M | -15.5% | +21.4% | -36.9% | -20.9% |
| YTD | -6.7% | +50.4% | -57.1% | -18.5% |
| 1Y | -15.6% | +67.5% | -83.1% | -28.7% |
| 3Y | -33.7% | +72.8% | -106.5% | -45.6% |
| 5Y | -46.6% | +112.6% | -159.2% | -60.5% |
| All | +6.1% | +496.8% | -490.8% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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