+10.2%
CMCSA vs HAS
+53.3%
-43.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | +0.1% | -3.1% | +3.2% | +1.0% |
| 30D | +3.8% | -2.7% | +6.5% | +4.6% |
| 3M | +12.3% | +8.9% | +3.4% | +9.6% |
| 6M | -15.4% | -2.9% | -12.5% | -15.1% |
| YTD | -2.5% | +12.6% | -15.1% | -6.2% |
| 1Y | -13.4% | +17.5% | -30.8% | -17.8% |
| 3Y | -30.4% | +46.2% | -76.6% | -39.3% |
| 5Y | -45.0% | +12.6% | -57.6% | -49.7% |
| 10Y | +10.2% | +55.7% | -45.5% | -7.2% |
| All | +10.2% | +53.3% | -43.1% | -7.2% |
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