-47.2%
CMCSA vs DHI
+61.2%
-108.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -4.9% | -3.4% | -1.5% | -4.1% |
| 30D | -1.1% | -5.4% | +4.4% | +0.2% |
| 3M | +6.6% | -10.4% | +17.0% | +9.1% |
| 6M | -15.5% | -2.8% | -12.7% | -15.3% |
| YTD | -6.7% | -3.4% | -3.3% | -6.6% |
| 1Y | -15.6% | -22.9% | +7.3% | -11.1% |
| 3Y | -33.7% | +20.7% | -54.4% | -40.7% |
| All | -47.2% | +61.2% | -108.4% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling