-15.6%
CMCSA vs DHR
+3.6%
-19.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.9% | -3.6% | -1.2% | -4.7% |
| 30D | -1.1% | -2.7% | +1.7% | -1.0% |
| 3M | +6.6% | +10.9% | -4.4% | +6.2% |
| 6M | -15.5% | +3.0% | -18.5% | -15.2% |
| YTD | -6.7% | -12.2% | +5.5% | -3.7% |
| 1Y | -15.6% | +3.3% | -18.9% | -14.2% |
| All | -15.6% | +3.6% | -19.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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