+2,133.7%
CMCSA vs DHI
+12,289.5%
-10,155.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.8% |
| 7D | -5.6% | -6.1% | +0.6% | -4.4% |
| 30D | -1.9% | -10.1% | +8.2% | +0.2% |
| 3M | +6.4% | -7.3% | +13.8% | +7.8% |
| 6M | -16.9% | -6.1% | -10.8% | -16.2% |
| YTD | -6.8% | -5.0% | -1.7% | -6.4% |
| 1Y | -15.9% | -22.1% | +6.2% | -12.3% |
| 3Y | -33.4% | +19.2% | -52.7% | -37.8% |
| 5Y | -46.7% | +59.4% | -106.1% | -53.8% |
| 10Y | +7.0% | +401.8% | -394.8% | -29.0% |
| All | +2,133.7% | +12,289.5% | -10,155.8% | +697.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling