+11.0%
CMCSA vs HAS
+101.4%
-90.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | +16.5% | +31.0% | -14.6% | +8.0% |
| 3M | -1.6% | +30.7% | -32.3% | -8.7% |
| 6M | -5.0% | +23.9% | -28.9% | -11.0% |
| YTD | -8.3% | +48.3% | -56.6% | -18.4% |
| 1Y | +0.4% | +60.2% | -59.8% | -12.6% |
| 3Y | -31.0% | +189.2% | -220.2% | -50.5% |
| 5Y | -42.5% | +50.4% | -93.0% | -51.5% |
| All | +11.0% | +101.4% | -90.3% | -14.8% |
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