+2,236.9%
CMCSA vs BHP
+7,909.4%
-5,672.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.3% |
| 30D | +7.0% | +3.4% | +3.7% | +5.9% |
| 3M | +15.1% | +4.1% | +11.0% | +12.9% |
| 6M | -15.4% | +20.6% | -35.9% | -20.9% |
| YTD | -1.9% | +56.1% | -58.0% | -15.6% |
| 1Y | -12.7% | +69.6% | -82.3% | -27.0% |
| 3Y | -31.0% | +78.8% | -109.8% | -44.2% |
| 5Y | -46.1% | +113.1% | -159.2% | -60.0% |
| 10Y | +10.8% | +505.9% | -495.0% | -43.0% |
| All | +2,236.9% | +7,909.4% | -5,672.5% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling