-15.9%
CMCSA vs HAL
+69.2%
-85.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.3% |
| 7D | -5.6% | -3.3% | -2.3% | -5.6% |
| 30D | -1.9% | +7.2% | -9.1% | -1.8% |
| 3M | +6.4% | -8.8% | +15.2% | +6.7% |
| 6M | -16.9% | +3.0% | -19.9% | -17.4% |
| YTD | -6.8% | +29.4% | -36.2% | -9.0% |
| 1Y | -15.9% | +62.8% | -78.7% | -20.8% |
| All | -15.9% | +69.2% | -85.1% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling