-35.3%
CMCSA vs DHR
-4.8%
-30.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.6% |
| 7D | -8.3% | -2.4% | -5.9% | -7.9% |
| 30D | -2.4% | -2.2% | -0.3% | -2.1% |
| 3M | +4.5% | +9.0% | -4.4% | +2.8% |
| 6M | -18.8% | +3.5% | -22.2% | -19.4% |
| YTD | -8.9% | -10.1% | +1.2% | -6.8% |
| 1Y | -18.3% | +6.2% | -24.5% | -19.6% |
| All | -35.3% | -4.8% | -30.4% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling