+1.8%
CMCSA vs DHI
+9.6%
-7.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.1% | -3.1% | +2.7% |
| 7D | +15.2% | +9.8% | +5.4% | +12.3% |
| 30D | +17.0% | +17.8% | -0.8% | +12.0% |
| 3M | +1.2% | +4.7% | -3.5% | -0.5% |
| 6M | -5.5% | +10.0% | -15.5% | -8.7% |
| YTD | -6.5% | +10.0% | -16.5% | -8.9% |
| 1Y | +1.8% | +9.1% | -7.3% | -1.2% |
| All | +1.8% | +9.6% | -7.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling