-46.7%
CMCSA vs BHP
+112.0%
-158.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.7% | +3.2% |
| 7D | -5.6% | -3.7% | -1.8% | -5.0% |
| 30D | -1.9% | -0.8% | -1.0% | -1.9% |
| 3M | +6.4% | +7.6% | -1.2% | +4.7% |
| 6M | -16.9% | +20.8% | -37.7% | -20.4% |
| YTD | -6.8% | +50.8% | -57.5% | -15.0% |
| 1Y | -15.9% | +70.9% | -86.8% | -25.5% |
| 3Y | -33.4% | +78.0% | -111.4% | -42.5% |
| 5Y | -46.7% | +113.1% | -159.8% | -54.7% |
| All | -46.7% | +112.0% | -158.7% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling