+2,141.5%
CMCSA vs HAL
+519.9%
+1,621.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +21.0% | +1.0% | +20.0% | +20.5% |
| 3M | -0.9% | -2.1% | +1.2% | -0.8% |
| 6M | +2.9% | -17.5% | +20.4% | +6.1% |
| YTD | -5.9% | +18.1% | -24.0% | -10.2% |
| 1Y | +2.5% | +19.7% | -17.3% | -2.6% |
| 3Y | -28.3% | -7.9% | -20.3% | -29.6% |
| 5Y | -40.8% | +53.1% | -93.9% | -49.5% |
| 10Y | +5.4% | -16.8% | +22.2% | -9.7% |
| All | +2,141.5% | +519.9% | +1,621.7% | +865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling