+5.4%
CMCSA vs HAS
+106.0%
-100.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | +0.7% | +2.0% | -1.3% | +0.1% |
| 30D | +21.0% | +30.9% | -9.9% | +12.2% |
| 3M | -0.9% | +28.8% | -29.7% | -7.7% |
| 6M | +2.9% | +32.3% | -29.4% | -5.2% |
| YTD | -5.9% | +54.7% | -60.6% | -17.2% |
| 1Y | +2.5% | +63.2% | -60.8% | -11.2% |
| 3Y | -28.3% | +220.7% | -248.9% | -50.1% |
| 5Y | -40.8% | +53.3% | -94.1% | -50.3% |
| 10Y | +5.4% | +104.2% | -98.8% | -19.2% |
| All | +5.4% | +106.0% | -100.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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