+2,236.9%
CMCSA vs HAL
+597.8%
+1,639.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | +7.0% | +17.0% | -10.0% | +3.6% |
| 3M | +15.1% | -9.7% | +24.7% | +17.0% |
| 6M | -15.4% | +8.6% | -24.0% | -17.4% |
| YTD | -1.9% | +33.0% | -34.9% | -8.3% |
| 1Y | -12.7% | +68.3% | -81.0% | -22.6% |
| 3Y | -31.0% | +0.1% | -31.1% | -33.3% |
| 5Y | -46.1% | +102.6% | -148.7% | -56.6% |
| 10Y | +10.8% | +3.8% | +7.0% | -9.1% |
| All | +2,236.9% | +597.8% | +1,639.1% | +885.8% |
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 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