+4.6%
CMCSA vs HAL
+3.0%
+1.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.8% |
| 7D | -8.3% | -1.3% | -7.0% | -8.1% |
| 30D | -2.4% | +10.9% | -13.3% | -4.3% |
| 3M | +4.5% | -5.8% | +10.4% | +5.4% |
| 6M | -18.8% | +8.1% | -26.9% | -20.6% |
| YTD | -8.9% | +33.2% | -42.1% | -14.6% |
| 1Y | -18.3% | +74.2% | -92.5% | -27.6% |
| 3Y | -35.0% | -3.7% | -31.3% | -36.6% |
| 5Y | -48.2% | +111.9% | -160.0% | -58.3% |
| 10Y | +4.6% | +7.4% | -2.8% | -18.8% |
| All | +4.6% | +3.0% | +1.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling