+2,154.1%
CMCSA vs BHP
+6,941.2%
-4,787.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +19.5% | -4.5% | +24.1% | +20.8% |
| 3M | -2.4% | -6.9% | +4.5% | -0.9% |
| 6M | +3.8% | -10.6% | +14.4% | +5.9% |
| YTD | -5.4% | +37.2% | -42.6% | -15.9% |
| 1Y | +1.1% | +48.0% | -46.9% | -12.2% |
| 3Y | -27.1% | +52.6% | -79.7% | -38.5% |
| 5Y | -40.3% | +116.5% | -156.7% | -56.1% |
| 10Y | +6.0% | +334.9% | -328.9% | -40.0% |
| All | +2,154.1% | +6,941.2% | -4,787.1% | +391.2% |
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 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