+2,236.9%
CMCSA vs DHR
+56,727.0%
-54,490.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.1% | -3.9% | +1.8% | -0.8% |
| 30D | +7.0% | +4.0% | +3.0% | +5.4% |
| 3M | +15.1% | +11.5% | +3.6% | +9.8% |
| 6M | -15.4% | +1.9% | -17.2% | -17.1% |
| YTD | -1.9% | -8.9% | +7.0% | -0.3% |
| 1Y | -12.7% | +5.1% | -17.8% | -16.0% |
| 3Y | -31.0% | -10.3% | -20.7% | -31.4% |
| 5Y | -46.1% | -27.8% | -18.3% | -43.4% |
| 10Y | +10.8% | +203.6% | -192.8% | -32.5% |
| All | +2,236.9% | +56,727.0% | -54,490.1% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling