-40.2%
CMCSA vs HAL
+58.8%
-99.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +1.0% |
| 7D | +3.2% | +6.1% | -2.9% | +2.3% |
| 30D | +19.5% | +2.9% | +16.6% | +18.9% |
| 3M | -2.4% | +3.3% | -5.7% | -3.1% |
| 6M | +3.8% | -16.9% | +20.8% | +6.2% |
| YTD | -5.4% | +21.2% | -26.6% | -9.5% |
| 1Y | +1.1% | +27.5% | -26.4% | -4.2% |
| 3Y | -27.1% | -6.4% | -20.7% | -29.2% |
| All | -40.2% | +58.8% | -99.0% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling